+1,447.6%
JBL vs LSCC
+1,791.9%
-344.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | 0.0% |
| 7D | +4.4% | +5.2% | -0.8% | +2.4% |
| 30D | -8.4% | -9.6% | +1.2% | -4.8% |
| 3M | -14.2% | -17.8% | +3.6% | -8.0% |
| 6M | +29.6% | +37.4% | -7.8% | +14.7% |
| YTD | +37.1% | +59.7% | -22.6% | +13.8% |
| 1Y | +49.5% | +76.2% | -26.7% | +19.1% |
| 3Y | +192.7% | +28.2% | +164.5% | +141.2% |
| 5Y | +411.3% | +87.2% | +324.1% | +242.2% |
| 10Y | +1,447.6% | +1,795.0% | -347.4% | +430.3% |
| All | +1,447.6% | +1,791.9% | -344.3% | +430.3% |
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