-22.6%
FPS vs LSCC
+33.6%
-56.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.3% | -18.6% | -18.3% |
| 7D | -23.3% | +3.0% | -26.3% | -25.3% |
| 30D | -42.4% | -19.3% | -23.1% | -31.9% |
| 3M | -43.0% | -22.3% | -20.8% | -30.9% |
| 6M | -44.5% | -14.6% | -29.9% | -37.0% |
| All | -22.6% | +33.6% | -56.2% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling