+27.5%
KWEB vs LSCC
+2,128.8%
-2,101.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +1.4% |
| 7D | -1.0% | +1.3% | -2.3% | -1.4% |
| 30D | -8.7% | -9.7% | +0.9% | -6.4% |
| 3M | -4.0% | -23.7% | +19.7% | +1.4% |
| 6M | -13.1% | +26.5% | -39.6% | -21.6% |
| YTD | -23.5% | +57.5% | -81.0% | -35.8% |
| 1Y | -27.2% | +75.7% | -102.8% | -41.3% |
| 3Y | -2.1% | +19.5% | -21.6% | -17.8% |
| 5Y | -40.8% | +83.8% | -124.5% | -58.2% |
| 10Y | -17.5% | +1,772.4% | -1,789.8% | -67.7% |
| All | +27.5% | +2,128.8% | -2,101.3% | -49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling