+124.0%
JPM vs LSCC
+26.3%
+97.6%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -8.0% | -1.9% |
| 7D | -0.8% | +13.0% | -13.7% | -2.6% |
| 30D | +1.5% | -19.8% | +21.3% | +4.3% |
| 3M | -5.7% | -18.4% | +12.7% | -3.6% |
| 6M | +7.2% | -16.1% | +23.3% | +7.8% |
| YTD | +5.8% | +42.7% | -36.9% | -3.5% |
| 1Y | +8.8% | +68.0% | -59.2% | -3.6% |
| 3Y | +147.4% | +85.8% | +61.6% | +104.1% |
| All | +124.0% | +26.3% | +97.6% | +76.6% |
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