+400.7%
JBL vs LSCC
+82.7%
+318.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.7% |
| 7D | +3.0% | +1.3% | +1.7% | +2.5% |
| 30D | -8.3% | -9.7% | +1.4% | -4.5% |
| 3M | -16.9% | -23.7% | +6.8% | -8.2% |
| 6M | +21.8% | +26.5% | -4.7% | +10.9% |
| YTD | +36.3% | +57.5% | -21.2% | +13.4% |
| 1Y | +49.5% | +75.7% | -26.2% | +18.9% |
| 3Y | +170.6% | +19.5% | +151.2% | +130.0% |
| All | +400.7% | +82.7% | +318.0% | +206.4% |
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