+479.1%
JPM vs LSCC
+1,333.6%
-854.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +1.2% | +5.0% | -3.8% | +0.2% |
| 30D | +2.7% | -11.7% | +14.5% | +4.4% |
| 3M | -4.5% | -13.3% | +8.9% | -3.0% |
| 6M | +14.3% | -12.5% | +26.8% | +14.2% |
| YTD | +8.2% | +51.2% | -43.0% | -3.8% |
| 1Y | +10.0% | +65.9% | -55.9% | -4.1% |
| 3Y | +149.0% | +95.3% | +53.6% | +98.2% |
| 5Y | +131.0% | +38.6% | +92.4% | +86.1% |
| 10Y | +479.1% | +1,352.3% | -873.3% | +183.4% |
| All | +479.1% | +1,333.6% | -854.6% | +183.4% |
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 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