+57.3%
LLY vs LSCC
+57.8%
-0.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.6% | +0.7% |
| 7D | +10.1% | +3.0% | +7.1% | +10.4% |
| 30D | +24.0% | -19.3% | +43.3% | +23.3% |
| 3M | +27.3% | -22.3% | +49.6% | +26.7% |
| 6M | +47.0% | -14.6% | +61.5% | +45.2% |
| YTD | +32.6% | +45.8% | -13.2% | +25.2% |
| 1Y | +57.3% | +69.6% | -12.3% | +47.0% |
| All | +57.3% | +57.8% | -0.5% | +47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling