+3,459.3%
FIX vs LSCC
+1,155.2%
+2,304.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.6% | -3.0% | -8.7% |
| 7D | -27.2% | -4.8% | -22.4% | -25.9% |
| 30D | -46.9% | -27.1% | -19.8% | -40.9% |
| 3M | -44.4% | -23.6% | -20.8% | -39.1% |
| 6M | -50.9% | -19.8% | -31.1% | -47.1% |
| YTD | +3.5% | +33.2% | -29.7% | -4.8% |
| 1Y | -2.1% | +55.2% | -57.3% | -13.9% |
| 3Y | +418.7% | +70.1% | +348.6% | +322.0% |
| 5Y | +894.6% | +19.5% | +875.0% | +731.2% |
| All | +3,459.3% | +1,155.2% | +2,304.1% | +1,599.6% |
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