+7,433.0%
FIX vs LSCC
+586.4%
+6,846.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -8.6% | -3.0% | -9.5% |
| 7D | -27.2% | -4.8% | -22.4% | -26.3% |
| 30D | -46.9% | -27.1% | -19.8% | -42.6% |
| 3M | -44.4% | -23.6% | -20.8% | -40.5% |
| 6M | -50.9% | -19.8% | -31.1% | -48.1% |
| YTD | +3.5% | +33.2% | -29.7% | -2.8% |
| 1Y | -2.1% | +55.2% | -57.3% | -11.3% |
| 3Y | +418.7% | +70.1% | +348.6% | +345.0% |
| 5Y | +894.6% | +19.5% | +875.0% | +778.7% |
| 10Y | +3,465.5% | +1,164.9% | +2,300.6% | +1,692.2% |
| All | +7,433.0% | +586.4% | +6,846.6% | +2,814.5% |
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