+651.7%
FLEX vs LSCC
+1,498.6%
-846.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.4% | -6.6% | -1.0% |
| 7D | +2.2% | +14.5% | -12.2% | -3.6% |
| 30D | -32.6% | -0.1% | -32.6% | -32.5% |
| 3M | -35.5% | -2.7% | -32.8% | -34.5% |
| 6M | -45.6% | -4.8% | -40.8% | -43.9% |
| YTD | +30.7% | +66.9% | -36.2% | +5.8% |
| 1Y | +28.4% | +85.8% | -57.5% | -0.8% |
| 3Y | +301.7% | +115.6% | +186.1% | +169.8% |
| 5Y | +473.3% | +48.8% | +424.5% | +309.5% |
| 10Y | +651.7% | +1,490.3% | -838.5% | +112.9% |
| All | +651.7% | +1,498.6% | -846.8% | +112.9% |
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