-22.5%
KWEB vs LSCC
+1,943.7%
-1,966.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.3% | -0.8% |
| 7D | -5.6% | +3.3% | -8.9% | -6.5% |
| 30D | -10.7% | -7.4% | -3.3% | -8.9% |
| 3M | -7.4% | -16.2% | +8.8% | -4.3% |
| 6M | -19.3% | +31.9% | -51.2% | -28.7% |
| YTD | -27.8% | +62.8% | -90.5% | -40.9% |
| 1Y | -35.9% | +81.4% | -117.3% | -49.9% |
| 3Y | -1.9% | +33.1% | -35.0% | -21.7% |
| 5Y | -43.2% | +90.8% | -133.9% | -62.1% |
| All | -22.5% | +1,943.7% | -1,966.2% | -72.8% |
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