+67.1%
KR vs LSCC
+101.3%
-34.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.6% |
| 7D | +2.7% | +5.0% | -2.4% | +3.3% |
| 30D | +11.3% | -11.7% | +23.0% | +10.6% |
| 3M | +22.3% | -13.3% | +35.6% | +21.6% |
| 6M | +5.8% | -12.5% | +18.3% | +5.8% |
| YTD | +11.7% | +51.2% | -39.5% | +15.6% |
| 1Y | +8.9% | +65.9% | -57.0% | +13.2% |
| 3Y | +67.1% | +95.3% | -28.2% | +73.2% |
| All | +67.1% | +101.3% | -34.2% | +73.2% |
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