+81.3%
FN vs LSCC
+69.3%
+12.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -8.6% | -5.6% | -9.2% |
| 7D | -16.0% | -4.8% | -11.2% | -13.1% |
| 30D | -40.1% | -27.1% | -13.0% | -27.9% |
| 3M | -43.9% | -23.6% | -20.3% | -33.7% |
| 6M | -55.6% | -19.8% | -35.8% | -48.9% |
| YTD | -35.7% | +33.2% | -68.9% | -41.9% |
| 1Y | -39.8% | +55.2% | -95.1% | -49.2% |
| All | +81.3% | +69.3% | +12.0% | +37.1% |
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