+241.2%
FLEX vs LSCC
+69.3%
+171.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.6% | -5.0% | -9.1% |
| 7D | -28.3% | -4.8% | -23.5% | -26.4% |
| 30D | -45.0% | -27.1% | -17.9% | -35.2% |
| 3M | -45.2% | -23.6% | -21.7% | -37.0% |
| 6M | -30.8% | -19.8% | -11.0% | -21.2% |
| YTD | +10.4% | +33.2% | -22.8% | +0.7% |
| 1Y | +2.3% | +55.2% | -53.0% | -12.6% |
| All | +241.2% | +69.3% | +171.9% | +156.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling