+626.9%
FLEX vs LSCC
+1,333.6%
-706.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.3% | -1.6% |
| 7D | -13.6% | +5.0% | -18.7% | -15.2% |
| 30D | -36.5% | -11.7% | -24.8% | -32.5% |
| 3M | -36.4% | -13.3% | -23.1% | -31.8% |
| 6M | -46.5% | -12.5% | -33.9% | -42.5% |
| YTD | +25.9% | +51.2% | -25.3% | +6.9% |
| 1Y | +19.6% | +65.9% | -46.3% | -2.5% |
| 3Y | +287.0% | +95.3% | +191.7% | +172.5% |
| 5Y | +466.6% | +38.6% | +428.0% | +319.0% |
| 10Y | +626.9% | +1,352.3% | -725.4% | +115.4% |
| All | +626.9% | +1,333.6% | -706.7% | +115.4% |
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