+1,173.9%
JBL vs LSCC
+1,498.6%
-324.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.4% | -6.7% | -0.4% |
| 7D | +0.1% | +14.5% | -14.3% | -5.1% |
| 30D | -17.0% | -0.1% | -17.0% | -17.6% |
| 3M | -27.4% | -2.7% | -24.7% | -27.2% |
| 6M | -29.1% | -4.8% | -24.3% | -28.8% |
| YTD | +13.6% | +66.9% | -53.2% | -8.5% |
| 1Y | +22.8% | +85.8% | -63.1% | -5.2% |
| 3Y | +103.0% | +115.6% | -12.6% | +37.1% |
| 5Y | +307.4% | +48.8% | +258.6% | +191.2% |
| 10Y | +1,173.9% | +1,490.3% | -316.4% | +310.8% |
| All | +1,173.9% | +1,498.6% | -324.6% | +310.8% |
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