+1,013.4%
KEY vs LSCC
+9,126.4%
-8,113.0%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.6% | +5.9% | -1.2% |
| 7D | -2.5% | -4.8% | +2.4% | -1.8% |
| 30D | +4.1% | -27.1% | +31.2% | +9.5% |
| 3M | -8.4% | -23.6% | +15.2% | -4.8% |
| 6M | -2.3% | -19.8% | +17.5% | -0.7% |
| YTD | +4.6% | +33.2% | -28.7% | -4.2% |
| 1Y | +24.6% | +55.2% | -30.7% | +10.8% |
| 3Y | +112.8% | +70.1% | +42.7% | +79.5% |
| 5Y | +12.9% | +19.5% | -6.6% | -2.6% |
| 10Y | +126.7% | +1,164.9% | -1,038.2% | +25.3% |
| All | +1,013.4% | +9,126.4% | -8,113.0% | +316.1% |
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