-32.8%
FPS vs LSCC
+30.8%
-63.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +7.1% | -0.2% | +1.1% |
| 7D | -24.5% | +13.0% | -37.5% | -31.0% |
| 30D | -52.1% | -19.8% | -32.3% | -42.4% |
| 3M | -48.4% | -18.4% | -30.0% | -38.7% |
| 6M | -54.4% | -16.1% | -38.2% | -46.9% |
| All | -32.8% | +30.8% | -63.7% | -42.4% |
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