+119.2%
GOOG vs LSCC
+104.5%
+14.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.7% | -0.6% |
| 7D | +2.9% | +19.3% | -16.5% | -0.2% |
| 30D | -17.8% | -9.6% | -8.1% | -16.8% |
| 3M | -19.0% | -12.4% | -6.6% | -18.0% |
| 6M | -27.9% | -10.5% | -17.4% | -28.1% |
| YTD | -8.7% | +54.8% | -63.5% | -18.4% |
| 1Y | +2.5% | +79.4% | -76.9% | -10.9% |
| 3Y | +119.2% | +109.6% | +9.7% | +75.4% |
| All | +119.2% | +104.5% | +14.7% | +75.4% |
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 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