+141.4%
KEYS vs LSCC
+99.6%
+41.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.5% | +3.3% | 0.0% |
| 7D | +9.4% | +7.0% | +2.4% | +6.3% |
| 30D | -16.8% | -2.3% | -14.5% | -16.3% |
| 3M | -15.9% | -12.5% | -3.4% | -12.0% |
| 6M | -17.6% | -10.6% | -7.0% | -15.0% |
| YTD | +46.5% | +52.7% | -6.2% | +23.9% |
| 1Y | +66.9% | +74.0% | -7.1% | +34.6% |
| 3Y | +141.4% | +104.8% | +36.6% | +66.0% |
| All | +141.4% | +99.6% | +41.8% | +66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling