+25.6%
KMI vs LSCC
+75.5%
-49.9%
-10.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.9% |
| 7D | -0.4% | +5.2% | -5.6% | -0.3% |
| 30D | +3.7% | -9.6% | +13.3% | +3.5% |
| 3M | +3.2% | -17.8% | +20.9% | +3.0% |
| 6M | -3.0% | +37.4% | -40.4% | -3.5% |
| YTD | +19.7% | +59.7% | -40.0% | +18.3% |
| 1Y | +25.6% | +76.2% | -50.6% | +26.5% |
| All | +25.6% | +75.5% | -49.9% | +26.5% |
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