-25.9%
FPS vs LSCC
+38.6%
-64.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.6% | -3.0% |
| 7D | -20.9% | +5.0% | -25.9% | -23.0% |
| 30D | -46.3% | -11.7% | -34.6% | -39.8% |
| 3M | -42.9% | -13.3% | -29.6% | -35.2% |
| 6M | -46.8% | -12.5% | -34.3% | -40.1% |
| All | -25.9% | +38.6% | -64.5% | -39.1% |
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 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