+755.4%
KEYS vs LSCC
+1,398.6%
-643.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +8.4% | -2.3% | +3.2% |
| 7D | -3.3% | +19.3% | -22.7% | -9.3% |
| 30D | -24.5% | -9.6% | -14.9% | -21.9% |
| 3M | -15.3% | -12.4% | -2.8% | -11.5% |
| 6M | -19.8% | -10.5% | -9.3% | -17.5% |
| YTD | +42.2% | +54.8% | -12.6% | +20.5% |
| 1Y | +59.8% | +79.4% | -19.6% | +28.6% |
| 3Y | +137.0% | +109.6% | +27.4% | +69.4% |
| 5Y | +55.5% | +40.4% | +15.1% | +17.6% |
| 10Y | +755.4% | +1,379.1% | -623.6% | +216.3% |
| All | +755.4% | +1,398.6% | -643.1% | +216.3% |
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