+25.0%
FLEX vs LSCC
+57.8%
-32.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +1.3% | -13.6% | -13.2% |
| 7D | -17.0% | +3.0% | -19.9% | -19.1% |
| 30D | -33.8% | -19.3% | -14.6% | -23.6% |
| 3M | -39.0% | -22.3% | -16.8% | -28.1% |
| 6M | -15.9% | -14.6% | -1.3% | -5.6% |
| YTD | +27.8% | +45.8% | -17.9% | +8.2% |
| 1Y | +25.0% | +69.6% | -44.7% | -3.5% |
| All | +25.0% | +57.8% | -32.9% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling