+62.3%
KNX vs LSCC
+74.7%
-12.3%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.5% |
| 7D | +2.3% | +1.4% | +0.9% | +2.1% |
| 30D | +0.5% | -10.0% | +10.5% | +2.4% |
| 3M | -14.1% | -16.1% | +1.9% | -11.8% |
| 6M | +19.8% | +27.4% | -7.6% | +12.9% |
| YTD | +32.7% | +56.9% | -24.2% | +21.1% |
| 1Y | +62.3% | +74.6% | -12.3% | +47.8% |
| All | +62.3% | +74.7% | -12.3% | +47.8% |
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