+278.0%
JBL vs LSCC
+26.3%
+251.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.1% | -6.0% | -1.7% |
| 7D | -12.3% | +13.0% | -25.3% | -16.7% |
| 30D | -20.2% | -19.8% | -0.3% | -13.4% |
| 3M | -30.6% | -18.4% | -12.2% | -25.3% |
| 6M | -35.8% | -16.1% | -19.6% | -32.0% |
| YTD | +4.9% | +42.7% | -37.8% | -9.8% |
| 1Y | +11.3% | +68.0% | -56.7% | -10.1% |
| 3Y | +89.1% | +85.8% | +3.3% | +35.6% |
| All | +278.0% | +26.3% | +251.6% | +181.0% |
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