+1,058.3%
KEYS vs LSCC
+1,710.9%
-652.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.8% |
| 7D | +2.3% | +1.3% | +1.0% | +1.8% |
| 30D | -2.6% | -9.7% | +7.1% | +0.6% |
| 3M | -4.6% | -23.7% | +19.1% | +3.3% |
| 6M | +8.7% | +26.5% | -17.8% | +0.4% |
| YTD | +61.0% | +57.5% | +3.5% | +38.2% |
| 1Y | +96.0% | +75.7% | +20.3% | +61.8% |
| 3Y | +144.4% | +19.5% | +124.9% | +111.5% |
| 5Y | +80.5% | +83.8% | -3.3% | +31.4% |
| 10Y | +974.9% | +1,772.4% | -797.4% | +331.3% |
| All | +1,058.3% | +1,710.9% | -652.7% | +357.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling