+181.9%
FANG vs LSCC
+1,943.7%
-1,761.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.4% |
| 7D | +2.9% | +3.3% | -0.4% | +2.0% |
| 30D | +2.6% | -7.4% | +10.0% | +4.2% |
| 3M | +7.6% | -16.2% | +23.7% | +10.4% |
| 6M | +17.3% | +31.9% | -14.6% | +5.4% |
| YTD | +38.7% | +62.8% | -24.1% | +16.6% |
| 1Y | +51.6% | +81.4% | -29.8% | +22.6% |
| 3Y | +50.0% | +33.1% | +16.9% | +22.9% |
| 5Y | +237.6% | +90.8% | +146.8% | +129.4% |
| All | +181.9% | +1,943.7% | -1,761.8% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling