+48.4%
IR vs LSCC
+82.7%
-34.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.8% |
| 7D | -2.8% | +1.3% | -4.1% | -3.2% |
| 30D | -15.1% | -9.7% | -5.5% | -13.0% |
| 3M | +6.1% | -23.7% | +29.8% | +12.0% |
| 6M | -16.8% | +26.5% | -43.3% | -24.3% |
| YTD | -3.5% | +57.5% | -61.1% | -18.3% |
| 1Y | -3.5% | +75.7% | -79.2% | -21.4% |
| 3Y | +9.5% | +19.5% | -10.0% | -6.6% |
| All | +48.4% | +82.7% | -34.3% | +0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling