+11,186.3%
JPM vs LSCC
+10,808.2%
+378.0%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.3% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | -0.2% | -9.7% | +9.5% | +1.7% |
| 3M | +15.9% | -23.7% | +39.6% | +20.6% |
| 6M | +20.9% | +26.5% | -5.5% | +12.7% |
| YTD | +12.9% | +57.5% | -44.6% | -0.2% |
| 1Y | +20.3% | +75.7% | -55.4% | +3.4% |
| 3Y | +160.9% | +19.5% | +141.5% | +128.7% |
| 5Y | +154.8% | +83.8% | +71.1% | +94.8% |
| 10Y | +591.1% | +1,772.4% | -1,181.3% | +201.3% |
| All | +11,186.3% | +10,808.2% | +378.0% | +2,188.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling