+44.9%
IR vs LSCC
+33.9%
+10.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.1% |
| 7D | +2.5% | +7.0% | -4.5% | +0.5% |
| 30D | +9.2% | -2.3% | +11.5% | +8.9% |
| 3M | +0.9% | -12.5% | +13.5% | +3.0% |
| 6M | +19.2% | -10.6% | +29.8% | +18.6% |
| YTD | +7.5% | +52.7% | -45.2% | -9.4% |
| 1Y | +11.7% | +74.0% | -62.2% | -9.4% |
| 3Y | +23.9% | +104.8% | -80.9% | -10.8% |
| All | +44.9% | +33.9% | +10.9% | +8.5% |
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 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