+997.9%
KEYS vs LSCC
+1,791.9%
-794.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.4% |
| 7D | +4.4% | +5.2% | -0.8% | +2.7% |
| 30D | -2.2% | -9.6% | +7.4% | +1.2% |
| 3M | +0.5% | -17.8% | +18.3% | +7.1% |
| 6M | +22.4% | +37.4% | -15.0% | +9.2% |
| YTD | +64.1% | +59.7% | +4.4% | +38.4% |
| 1Y | +97.0% | +76.2% | +20.7% | +59.8% |
| 3Y | +152.0% | +28.2% | +123.8% | +110.6% |
| 5Y | +83.7% | +87.2% | -3.5% | +28.4% |
| 10Y | +997.9% | +1,795.0% | -797.1% | +303.1% |
| All | +997.9% | +1,791.9% | -794.1% | +303.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling