+1,321.8%
LITE vs LSCC
+1,155.2%
+166.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -8.6% | -10.1% | -14.3% |
| 7D | -44.6% | -4.8% | -39.7% | -43.2% |
| 30D | -55.0% | -27.1% | -27.9% | -46.9% |
| 3M | -38.3% | -23.6% | -14.7% | -28.4% |
| 6M | -48.8% | -19.8% | -28.9% | -41.7% |
| YTD | +38.3% | +33.2% | +5.1% | +25.6% |
| 1Y | +119.0% | +55.2% | +63.8% | +86.8% |
| 3Y | +1,092.0% | +70.1% | +1,021.9% | +813.8% |
| 5Y | +446.1% | +19.5% | +426.5% | +349.5% |
| All | +1,321.8% | +1,155.2% | +166.6% | +340.9% |
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