+11.9%
IR vs LSCC
+20.0%
-8.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.8% |
| 7D | -2.8% | +1.3% | -4.1% | -3.1% |
| 30D | -15.1% | -9.7% | -5.5% | -13.3% |
| 3M | +6.1% | -23.7% | +29.8% | +11.4% |
| 6M | -16.8% | +26.5% | -43.3% | -23.6% |
| YTD | -3.5% | +57.5% | -61.1% | -17.0% |
| 1Y | -3.5% | +75.7% | -79.2% | -19.9% |
| All | +11.9% | +20.0% | -8.1% | -6.6% |
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