-37.5%
KEEL vs LSCC
+82.7%
-120.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.8% |
| 7D | +19.3% | +1.4% | +17.9% | +18.1% |
| 30D | +9.1% | -10.0% | +19.1% | +19.2% |
| 3M | -31.5% | -16.1% | -15.5% | -20.4% |
| 6M | +75.8% | +27.4% | +48.4% | +48.9% |
| YTD | +57.9% | +56.9% | +1.0% | +11.6% |
| 1Y | +133.3% | +74.6% | +58.8% | +51.0% |
| 3Y | +204.1% | +26.0% | +178.1% | +121.6% |
| 5Y | -37.5% | +86.1% | -123.7% | -73.3% |
| All | -37.5% | +82.7% | -120.3% | -73.3% |
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