+1,397.3%
FANG vs LSCC
+3,155.6%
-1,758.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.0% | -3.8% | -2.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.5% |
| 30D | +7.6% | -9.7% | +17.3% | +9.8% |
| 3M | -1.3% | -23.7% | +22.4% | +3.2% |
| 6M | +14.7% | +26.5% | -11.8% | +4.8% |
| YTD | +34.8% | +57.5% | -22.7% | +15.8% |
| 1Y | +42.9% | +75.7% | -32.8% | +18.5% |
| 3Y | +43.8% | +19.5% | +24.3% | +23.0% |
| 5Y | +225.8% | +83.8% | +142.1% | +134.3% |
| 10Y | +171.9% | +1,772.4% | -1,600.5% | +10.6% |
| All | +1,397.3% | +3,155.6% | -1,758.3% | +470.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling