+97.4%
JBL vs LSCC
+99.6%
-2.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | +0.1% |
| 7D | +6.3% | +7.0% | -0.6% | +3.2% |
| 30D | -13.5% | -2.3% | -11.2% | -13.4% |
| 3M | -31.3% | -12.5% | -18.8% | -28.2% |
| 6M | -28.4% | -10.6% | -17.9% | -26.3% |
| YTD | +11.6% | +52.7% | -41.1% | -6.4% |
| 1Y | +26.1% | +74.0% | -47.8% | +0.8% |
| 3Y | +97.4% | +104.8% | -7.4% | +43.1% |
| All | +97.4% | +99.6% | -2.3% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling