+614.8%
FLEX vs LSCC
+1,351.6%
-736.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.5% | +1.4% | -1.5% |
| 7D | +7.5% | +7.0% | +0.5% | +4.2% |
| 30D | -25.3% | -2.3% | -23.0% | -24.4% |
| 3M | -39.7% | -12.5% | -27.2% | -35.7% |
| 6M | -47.9% | -10.6% | -37.3% | -44.7% |
| YTD | +24.1% | +52.7% | -28.6% | +4.7% |
| 1Y | +26.0% | +74.0% | -48.0% | +0.4% |
| 3Y | +282.7% | +104.8% | +177.9% | +163.7% |
| 5Y | +424.2% | +36.2% | +388.0% | +289.9% |
| All | +614.8% | +1,351.6% | -736.8% | +110.8% |
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