+283.4%
KEEL vs LSCC
+521.1%
-237.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.0% | +1.6% | +2.2% |
| 7D | +7.8% | +1.3% | +6.5% | +6.8% |
| 30D | -11.7% | -9.7% | -2.0% | -4.7% |
| 3M | -41.5% | -23.7% | -17.8% | -28.2% |
| 6M | +54.9% | +26.5% | +28.4% | +35.4% |
| YTD | +47.7% | +57.5% | -9.9% | +9.7% |
| 1Y | +177.6% | +75.7% | +101.9% | +91.0% |
| 3Y | +164.9% | +19.5% | +145.4% | +109.0% |
| 5Y | -45.9% | +83.8% | -129.6% | -67.5% |
| All | +283.4% | +521.1% | -237.7% | +50.2% |
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