+30.0%
IR vs LSCC
+104.5%
-74.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.4% | -3.8% | +2.7% |
| 7D | +5.0% | +19.3% | -14.3% | +0.5% |
| 30D | +10.3% | -9.6% | +20.0% | +12.3% |
| 3M | -0.1% | -12.4% | +12.3% | +2.0% |
| 6M | +14.8% | -10.5% | +25.2% | +14.3% |
| YTD | +9.7% | +54.8% | -45.0% | -6.8% |
| 1Y | +12.2% | +79.4% | -67.2% | -8.6% |
| 3Y | +30.0% | +109.6% | -79.6% | -2.1% |
| All | +30.0% | +104.5% | -74.5% | -2.1% |
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