+31.3%
FANG vs LSCC
+99.6%
-68.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +2.1% |
| 7D | +4.0% | +7.0% | -3.0% | +3.0% |
| 30D | -5.8% | -2.3% | -3.5% | -5.9% |
| 3M | -6.7% | -12.5% | +5.8% | -5.8% |
| 6M | -6.4% | -10.6% | +4.2% | -7.0% |
| YTD | +25.9% | +52.7% | -26.8% | +11.1% |
| 1Y | +31.1% | +74.0% | -42.8% | +12.2% |
| 3Y | +31.3% | +104.8% | -73.4% | +0.7% |
| All | +31.3% | +99.6% | -68.3% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling