-27.2%
KWEB vs LSCC
+72.9%
-100.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.7% |
| 7D | -1.0% | +1.3% | -2.3% | -1.2% |
| 30D | -8.7% | -9.7% | +0.9% | -7.6% |
| 3M | -4.0% | -23.7% | +19.7% | -0.6% |
| 6M | -13.1% | +26.5% | -39.6% | -19.4% |
| YTD | -23.5% | +57.5% | -81.0% | -32.7% |
| 1Y | -27.2% | +75.7% | -102.8% | -34.4% |
| All | -27.2% | +72.9% | -100.0% | -34.4% |
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