+565.2%
FLEX vs LSCC
+1,244.7%
-679.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.1% | -2.6% | +1.3% |
| 7D | -19.3% | +13.0% | -32.3% | -23.6% |
| 30D | -41.5% | -19.8% | -21.7% | -35.2% |
| 3M | -43.1% | -18.4% | -24.7% | -37.4% |
| 6M | -48.2% | -16.1% | -32.1% | -43.4% |
| YTD | +15.5% | +42.7% | -27.2% | +0.4% |
| 1Y | +10.2% | +68.0% | -57.8% | -10.6% |
| 3Y | +256.8% | +85.8% | +171.0% | +156.5% |
| 5Y | +408.2% | +28.0% | +380.1% | +288.6% |
| All | +565.2% | +1,244.7% | -679.5% | +103.7% |
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