+420.4%
FIX vs LSCC
+69.3%
+351.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.6% | -3.0% | -7.6% |
| 7D | -27.2% | -4.8% | -22.4% | -25.5% |
| 30D | -46.9% | -27.1% | -19.8% | -38.7% |
| 3M | -44.4% | -23.6% | -20.8% | -37.3% |
| 6M | -50.9% | -19.8% | -31.1% | -46.0% |
| YTD | +3.5% | +33.2% | -29.7% | -7.6% |
| 1Y | -2.1% | +55.2% | -57.3% | -17.5% |
| All | +420.4% | +69.3% | +351.1% | +284.6% |
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 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