+1,152.0%
JBL vs LSCC
+1,398.6%
-246.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.4% | -2.8% | +2.3% |
| 7D | -5.2% | +19.3% | -24.5% | -11.7% |
| 30D | -17.5% | -9.6% | -7.9% | -14.7% |
| 3M | -26.0% | -12.4% | -13.6% | -22.6% |
| 6M | -28.9% | -10.5% | -18.4% | -26.7% |
| YTD | +10.8% | +54.8% | -43.9% | -8.0% |
| 1Y | +18.3% | +79.4% | -61.1% | -7.2% |
| 3Y | +102.2% | +109.6% | -7.4% | +38.3% |
| 5Y | +303.2% | +40.4% | +262.9% | +195.3% |
| 10Y | +1,152.0% | +1,379.1% | -227.1% | +318.8% |
| All | +1,152.0% | +1,398.6% | -246.5% | +318.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling