+863.3%
KEYS vs LSCC
+1,540.9%
-677.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.1% | -2.7% | +2.1% |
| 7D | -11.4% | +13.0% | -24.4% | -14.9% |
| 30D | -28.7% | -19.8% | -8.8% | -23.5% |
| 3M | -19.2% | -18.4% | -0.8% | -14.0% |
| 6M | -25.8% | -16.1% | -9.7% | -22.1% |
| YTD | +33.9% | +42.7% | -8.8% | +18.4% |
| 1Y | +47.1% | +68.0% | -20.9% | +23.5% |
| 3Y | +119.4% | +85.8% | +33.6% | +68.7% |
| 5Y | +48.2% | +28.0% | +20.1% | +19.2% |
| 10Y | +755.2% | +1,255.1% | -499.9% | +268.8% |
| All | +863.3% | +1,540.9% | -677.6% | +291.7% |
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