+113.9%
KEY vs LSCC
+81.4%
+32.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.7% | -1.9% |
| 7D | -1.3% | +13.0% | -14.2% | -3.9% |
| 30D | +5.1% | -19.8% | +25.0% | +9.3% |
| 3M | -7.1% | -18.4% | +11.3% | -4.2% |
| 6M | -4.4% | -16.1% | +11.7% | -4.0% |
| YTD | +4.0% | +42.7% | -38.7% | -10.4% |
| 1Y | +23.4% | +68.0% | -44.6% | +1.4% |
| 3Y | +113.9% | +85.8% | +28.1% | +43.4% |
| All | +113.9% | +81.4% | +32.5% | +43.4% |
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