-22.1%
FPS vs LSCC
+41.9%
-64.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | +8.4% | +7.6% | +8.9% |
| 7D | -8.0% | +19.3% | -27.3% | -19.2% |
| 30D | -43.5% | -9.6% | -33.9% | -38.0% |
| 3M | -41.6% | -12.4% | -29.2% | -34.4% |
| 6M | -44.0% | -10.5% | -33.6% | -38.2% |
| All | -22.1% | +41.9% | -64.0% | -37.3% |
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