+30.3%
KNX vs LSCC
+118.1%
-87.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -1.7% |
| 7D | 0.0% | +14.5% | -14.4% | -2.9% |
| 30D | -3.3% | -0.1% | -3.2% | -4.0% |
| 3M | -8.7% | -2.7% | -6.0% | -9.2% |
| 6M | +1.3% | -4.8% | +6.1% | -0.1% |
| YTD | +20.4% | +66.9% | -46.5% | +3.2% |
| 1Y | +42.4% | +85.8% | -43.4% | +19.0% |
| All | +30.3% | +118.1% | -87.8% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling