-33.9%
KWEB vs LSCC
+57.8%
-91.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.3% | +3.2% | +4.3% |
| 7D | +5.8% | +3.0% | +2.8% | +5.3% |
| 30D | -1.0% | -19.3% | +18.3% | +1.2% |
| 3M | -15.8% | -22.3% | +6.5% | -13.8% |
| 6M | -14.9% | -14.6% | -0.3% | -15.2% |
| YTD | -28.6% | +45.8% | -74.3% | -36.1% |
| 1Y | -33.9% | +69.6% | -103.5% | -42.1% |
| All | -33.9% | +57.8% | -91.8% | -42.1% |
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