+121.0%
GOOG vs LSCC
+99.6%
+21.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.5% | +4.5% | -0.1% |
| 7D | +3.0% | +7.0% | -4.0% | +1.8% |
| 30D | -14.9% | -2.3% | -12.6% | -15.0% |
| 3M | -14.9% | -12.5% | -2.4% | -13.9% |
| 6M | -26.6% | -10.6% | -16.0% | -26.9% |
| YTD | -6.6% | +52.7% | -59.3% | -16.4% |
| 1Y | +5.1% | +74.0% | -68.9% | -8.3% |
| 3Y | +121.0% | +104.8% | +16.2% | +79.5% |
| All | +121.0% | +99.6% | +21.3% | +79.5% |
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