+80.6%
KEYS vs LSCC
+82.7%
-2.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.7% |
| 7D | +2.3% | +1.3% | +1.0% | +1.8% |
| 30D | -2.6% | -9.7% | +7.1% | +1.1% |
| 3M | -4.6% | -23.7% | +19.1% | +4.6% |
| 6M | +8.7% | +26.5% | -17.8% | -1.0% |
| YTD | +61.0% | +57.5% | +3.5% | +34.5% |
| 1Y | +96.0% | +75.7% | +20.3% | +56.4% |
| 3Y | +144.4% | +19.5% | +124.9% | +107.2% |
| All | +80.6% | +82.7% | -2.1% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling