+325.3%
IR vs LSCC
+1,398.1%
-1,072.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.1% | -5.7% | -0.5% |
| 7D | +3.7% | +13.0% | -9.3% | +0.2% |
| 30D | +7.4% | -19.8% | +27.3% | +13.0% |
| 3M | -5.9% | -18.4% | +12.5% | -2.0% |
| 6M | +5.6% | -16.1% | +21.7% | +7.0% |
| YTD | +4.8% | +42.7% | -37.9% | -9.3% |
| 1Y | +6.9% | +68.0% | -61.1% | -11.7% |
| 3Y | +27.6% | +85.8% | -58.3% | -4.1% |
| 5Y | +45.8% | +28.0% | +17.8% | +13.5% |
| All | +325.3% | +1,398.1% | -1,072.9% | +71.5% |
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 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