+12.2%
KWEB vs LSCC
+2,060.6%
-2,048.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +1.5% |
| 7D | -7.8% | +7.0% | -14.8% | -9.9% |
| 30D | -6.4% | -2.3% | -4.1% | -7.1% |
| 3M | -14.6% | -12.5% | -2.1% | -13.3% |
| 6M | -25.0% | -10.6% | -14.5% | -26.1% |
| YTD | -32.7% | +52.7% | -85.3% | -44.1% |
| 1Y | -37.3% | +74.0% | -111.3% | -50.1% |
| 3Y | -5.9% | +104.8% | -110.7% | -34.1% |
| 5Y | -47.1% | +36.2% | -83.4% | -60.3% |
| 10Y | -22.3% | +1,355.3% | -1,377.6% | -68.5% |
| All | +12.2% | +2,060.6% | -2,048.3% | -55.6% |
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