+111.4%
FN vs LSCC
+85.2%
+26.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.3% | -7.2% | -6.7% |
| 7D | -7.0% | +3.0% | -9.9% | -8.5% |
| 30D | -24.7% | -19.3% | -5.5% | -14.9% |
| 3M | -35.7% | -22.3% | -13.4% | -25.5% |
| 6M | -52.4% | -14.6% | -37.8% | -47.4% |
| YTD | -25.0% | +45.8% | -70.7% | -36.0% |
| 1Y | -25.7% | +69.6% | -95.3% | -40.7% |
| All | +111.4% | +85.2% | +26.2% | +51.0% |
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