+4,785.6%
FLEX vs LSCC
+2,048.6%
+2,737.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -8.6% | -5.0% | -9.9% |
| 7D | -28.3% | -4.8% | -23.5% | -26.7% |
| 30D | -45.0% | -27.1% | -17.9% | -36.9% |
| 3M | -45.2% | -23.6% | -21.7% | -38.3% |
| 6M | -30.8% | -19.8% | -11.0% | -23.0% |
| YTD | +10.4% | +33.2% | -22.8% | -1.6% |
| 1Y | +2.3% | +55.2% | -53.0% | -14.7% |
| 3Y | +238.9% | +70.1% | +168.8% | +151.9% |
| 5Y | +386.0% | +19.5% | +366.5% | +283.5% |
| 10Y | +551.1% | +1,164.9% | -613.8% | +73.2% |
| All | +4,785.6% | +2,048.6% | +2,737.0% | +781.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling