+1,299.0%
FANG vs LSCC
+3,055.9%
-1,756.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +2.7% |
| 7D | +4.0% | +7.0% | -3.0% | +2.2% |
| 30D | -5.8% | -2.3% | -3.5% | -6.3% |
| 3M | -6.7% | -12.5% | +5.8% | -5.7% |
| 6M | -6.4% | -10.6% | +4.2% | -7.6% |
| YTD | +25.9% | +52.7% | -26.8% | +7.1% |
| 1Y | +31.1% | +74.0% | -42.8% | +7.7% |
| 3Y | +31.3% | +104.8% | -73.4% | -3.0% |
| 5Y | +108.3% | +36.2% | +72.1% | +59.7% |
| 10Y | +156.4% | +1,355.3% | -1,198.9% | +7.7% |
| All | +1,299.0% | +3,055.9% | -1,756.9% | +427.5% |
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