+96.6%
KEEL vs LSCC
+72.6%
+24.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.1% | -6.1% | -6.4% |
| 7D | +2.7% | +0.4% | +2.2% | +2.5% |
| 30D | +4.6% | -9.5% | +14.1% | +14.4% |
| 3M | -34.5% | -13.8% | -20.7% | -25.3% |
| 6M | +59.3% | +24.5% | +34.8% | +44.0% |
| YTD | +46.4% | +55.1% | -8.7% | +8.4% |
| 1Y | +96.6% | +72.5% | +24.1% | +37.8% |
| All | +96.6% | +72.6% | +24.0% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling