+205.7%
KEEL vs LSCC
+27.3%
+178.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.1% | +6.6% |
| 7D | +21.5% | +5.2% | +16.3% | +17.8% |
| 30D | -3.9% | -9.6% | +5.8% | +3.3% |
| 3M | -34.1% | -17.8% | -16.3% | -24.5% |
| 6M | +82.8% | +37.4% | +45.4% | +57.4% |
| YTD | +58.7% | +59.7% | -1.0% | +23.9% |
| 1Y | +191.4% | +76.2% | +115.2% | +115.3% |
| 3Y | +205.7% | +28.2% | +177.6% | +125.8% |
| All | +205.7% | +27.3% | +178.5% | +125.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling