+238.2%
FANG vs LSCC
+82.2%
+156.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +2.4% | -9.5% | +11.9% | +4.0% |
| 3M | +5.1% | -13.8% | +18.8% | +6.5% |
| 6M | +16.4% | +24.5% | -8.1% | +8.7% |
| YTD | +39.0% | +55.1% | -16.2% | +22.9% |
| 1Y | +50.6% | +72.5% | -21.9% | +29.3% |
| 3Y | +46.9% | +24.5% | +22.4% | +27.2% |
| 5Y | +238.2% | +81.8% | +156.4% | +167.7% |
| All | +238.2% | +82.2% | +156.0% | +167.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling