+123.6%
KEY vs LSCC
+20.0%
+103.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.1% |
| 7D | +2.2% | +1.3% | +0.9% | +1.9% |
| 30D | -3.0% | -9.7% | +6.7% | -1.0% |
| 3M | +3.3% | -23.7% | +27.0% | +7.9% |
| 6M | +9.2% | +26.5% | -17.3% | +0.2% |
| YTD | +10.6% | +57.5% | -46.9% | -4.7% |
| 1Y | +20.4% | +75.7% | -55.3% | -0.1% |
| All | +123.6% | +20.0% | +103.6% | +74.5% |
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