+66.1%
KEEL vs LSCC
+99.6%
-33.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.5% | +0.9% | -0.9% |
| 7D | -0.5% | +7.0% | -7.5% | -5.0% |
| 30D | -27.1% | -2.3% | -24.8% | -25.1% |
| 3M | -43.8% | -12.5% | -31.3% | -37.8% |
| 6M | -55.2% | -10.6% | -44.6% | -50.4% |
| YTD | -20.9% | +52.7% | -73.5% | -36.4% |
| 1Y | -28.5% | +74.0% | -102.4% | -46.9% |
| 3Y | +66.1% | +104.8% | -38.7% | -0.4% |
| All | +66.1% | +99.6% | -33.6% | -0.4% |
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