+1,000.1%
FLEX vs LSCC
+1,772.4%
-772.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.6% |
| 7D | -0.9% | +1.3% | -2.2% | -1.5% |
| 30D | -10.1% | -9.7% | -0.5% | -5.9% |
| 3M | -31.3% | -23.7% | -7.6% | -22.4% |
| 6M | +71.3% | +26.5% | +44.8% | +57.4% |
| YTD | +81.2% | +57.5% | +23.7% | +51.0% |
| 1Y | +98.5% | +75.7% | +22.8% | +57.2% |
| 3Y | +428.2% | +19.5% | +408.8% | +350.5% |
| 5Y | +657.3% | +83.8% | +573.5% | +397.1% |
| All | +1,000.1% | +1,772.4% | -772.3% | +224.1% |
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