+417.5%
LIN vs LSCC
+1,244.7%
-827.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.3% | -2.2% |
| 7D | +0.2% | +13.0% | -12.8% | -1.9% |
| 30D | +6.5% | -19.8% | +26.3% | +9.5% |
| 3M | +5.5% | -18.4% | +23.9% | +7.8% |
| 6M | +3.3% | -16.1% | +19.4% | +3.6% |
| YTD | +22.0% | +42.7% | -20.7% | +10.1% |
| 1Y | +25.7% | +68.0% | -42.3% | +9.9% |
| 3Y | +36.2% | +85.8% | -49.6% | +9.5% |
| 5Y | +66.1% | +28.0% | +38.0% | +36.3% |
| All | +417.5% | +1,244.7% | -827.2% | +164.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling