+755.4%
KEYS vs LSCC
+1,351.6%
-596.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | -0.2% |
| 7D | +9.4% | +7.0% | +2.4% | +6.7% |
| 30D | -16.8% | -2.3% | -14.5% | -16.3% |
| 3M | -15.9% | -12.5% | -3.4% | -12.2% |
| 6M | -17.6% | -10.6% | -7.0% | -15.2% |
| YTD | +46.5% | +52.7% | -6.2% | +24.6% |
| 1Y | +66.9% | +74.0% | -7.1% | +35.6% |
| 3Y | +141.4% | +104.8% | +36.6% | +73.7% |
| 5Y | +59.5% | +36.2% | +23.3% | +21.7% |
| All | +755.4% | +1,351.6% | -596.1% | +215.5% |
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 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