+42.2%
LLY vs LSCC
+72.6%
-30.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.7% | +1.0% |
| 7D | +6.7% | +7.0% | -0.2% | +7.1% |
| 30D | +19.6% | -2.3% | +21.9% | +19.7% |
| 3M | +19.7% | -12.5% | +32.2% | +19.5% |
| 6M | +42.7% | -10.6% | +53.3% | +41.3% |
| YTD | +35.1% | +52.7% | -17.6% | +28.4% |
| 1Y | +42.2% | +74.0% | -31.8% | +35.5% |
| All | +42.2% | +72.6% | -30.4% | +35.5% |
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