+97.0%
KEYS vs LSCC
+75.5%
+21.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.3% |
| 7D | +4.4% | +5.2% | -0.8% | +2.2% |
| 30D | -2.2% | -9.6% | +7.4% | +2.1% |
| 3M | +0.5% | -17.8% | +18.3% | +8.5% |
| 6M | +22.4% | +37.4% | -15.0% | +9.2% |
| YTD | +64.1% | +59.7% | +4.4% | +37.8% |
| 1Y | +97.0% | +76.2% | +20.7% | +61.6% |
| All | +97.0% | +75.5% | +21.5% | +61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling