+743.6%
FN vs LSCC
+1,244.7%
-501.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +7.1% | +4.5% | +8.5% |
| 7D | 0.0% | +13.0% | -13.0% | -4.6% |
| 30D | -34.3% | -19.8% | -14.5% | -27.0% |
| 3M | -39.9% | -18.4% | -21.5% | -33.3% |
| 6M | -51.8% | -16.1% | -35.7% | -47.1% |
| YTD | -28.1% | +42.7% | -70.9% | -36.0% |
| 1Y | -29.1% | +68.0% | -97.1% | -40.5% |
| 3Y | +102.4% | +85.8% | +16.6% | +54.4% |
| 5Y | +171.7% | +28.0% | +143.6% | +120.1% |
| All | +743.6% | +1,244.7% | -501.1% | +228.3% |
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