+155.3%
JPM vs LSCC
+82.7%
+72.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | +0.3% | +1.3% | -1.0% | +0.1% |
| 30D | -0.2% | -9.7% | +9.5% | +1.2% |
| 3M | +15.9% | -23.7% | +39.6% | +19.4% |
| 6M | +20.9% | +26.5% | -5.5% | +14.2% |
| YTD | +12.9% | +57.5% | -44.6% | +2.2% |
| 1Y | +20.3% | +75.7% | -55.4% | +6.4% |
| 3Y | +160.9% | +19.5% | +141.5% | +135.4% |
| All | +155.3% | +82.7% | +72.6% | +91.1% |
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