-42.6%
KWEB vs LSCC
+85.6%
-128.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -3.1% |
| 7D | -1.3% | +5.2% | -6.5% | -2.8% |
| 30D | -11.5% | -9.6% | -1.9% | -9.1% |
| 3M | -2.9% | -17.8% | +14.9% | +0.9% |
| 6M | -14.6% | +37.4% | -52.1% | -26.1% |
| YTD | -25.5% | +59.7% | -85.2% | -39.5% |
| 1Y | -31.1% | +76.2% | -107.3% | -46.4% |
| 3Y | +3.0% | +28.2% | -25.2% | -15.9% |
| 5Y | -42.6% | +87.2% | -129.8% | -66.7% |
| All | -42.6% | +85.6% | -128.2% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling