+135.3%
JPM vs LSCC
+33.9%
+101.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +1.8% |
| 7D | +3.5% | +7.0% | -3.5% | +2.3% |
| 30D | +3.3% | -2.3% | +5.6% | +3.0% |
| 3M | -4.2% | -12.5% | +8.3% | -3.2% |
| 6M | +16.4% | -10.6% | +27.0% | +15.8% |
| YTD | +9.5% | +52.7% | -43.2% | -1.3% |
| 1Y | +14.0% | +74.0% | -60.0% | +0.4% |
| 3Y | +153.1% | +104.8% | +48.3% | +105.3% |
| All | +135.3% | +33.9% | +101.4% | +83.3% |
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