+120.8%
KR vs LSCC
+1,833.8%
-1,713.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.4% |
| 7D | -3.1% | +1.4% | -4.4% | -3.0% |
| 30D | +0.6% | -10.0% | +10.6% | +0.5% |
| 3M | -9.8% | -16.1% | +6.3% | -9.9% |
| 6M | -22.1% | +27.4% | -49.5% | -22.1% |
| YTD | -8.1% | +56.9% | -65.0% | -8.2% |
| 1Y | -14.7% | +74.6% | -89.2% | -14.8% |
| 3Y | +28.6% | +26.0% | +2.6% | +29.1% |
| 5Y | +36.4% | +86.1% | -49.8% | +34.3% |
| 10Y | +120.8% | +1,830.6% | -1,709.8% | +90.9% |
| All | +120.8% | +1,833.8% | -1,713.1% | +90.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling