+3.0%
KWEB vs LSCC
+27.3%
-24.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.9% |
| 7D | -1.3% | +5.2% | -6.5% | -2.2% |
| 30D | -11.5% | -9.6% | -1.9% | -10.0% |
| 3M | -2.9% | -17.8% | +14.9% | -0.4% |
| 6M | -14.6% | +37.4% | -52.1% | -22.1% |
| YTD | -25.5% | +59.7% | -85.2% | -34.7% |
| 1Y | -31.1% | +76.2% | -107.3% | -41.2% |
| 3Y | +3.0% | +28.2% | -25.2% | -7.9% |
| All | +3.0% | +27.3% | -24.3% | -7.9% |
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 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