+15.8%
KWEB vs LSCC
+2,261.0%
-2,245.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.4% | -12.0% | -4.4% |
| 7D | -2.7% | +14.5% | -17.1% | -6.7% |
| 30D | -4.4% | -0.1% | -4.3% | -5.6% |
| 3M | -15.7% | -2.7% | -13.1% | -16.8% |
| 6M | -20.0% | -4.8% | -15.2% | -22.3% |
| YTD | -30.5% | +66.9% | -97.3% | -43.6% |
| 1Y | -36.6% | +85.8% | -122.4% | -50.3% |
| 3Y | -1.7% | +115.6% | -117.2% | -31.9% |
| 5Y | -45.0% | +48.8% | -93.8% | -59.7% |
| 10Y | -19.8% | +1,490.3% | -1,510.1% | -68.2% |
| All | +15.8% | +2,261.0% | -2,245.1% | -55.2% |
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