+43.8%
IR vs LSCC
+18.7%
+25.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.6% | +5.8% | -0.6% |
| 7D | +2.3% | -4.8% | +7.1% | +3.3% |
| 30D | +3.3% | -27.1% | +30.4% | +11.4% |
| 3M | -9.0% | -23.6% | +14.6% | -3.6% |
| 6M | +8.0% | -19.8% | +27.8% | +10.6% |
| YTD | +3.4% | +33.2% | -29.8% | -9.4% |
| 1Y | +4.5% | +55.2% | -50.7% | -12.5% |
| 3Y | +25.6% | +70.1% | -44.5% | -4.7% |
| 5Y | +43.8% | +19.5% | +24.3% | +10.6% |
| All | +43.8% | +18.7% | +25.1% | +10.6% |
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 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