+438.9%
LLY vs LSCC
+18.7%
+420.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -8.6% | +4.8% | -3.3% |
| 7D | -0.7% | -4.8% | +4.2% | -0.5% |
| 30D | +17.9% | -27.1% | +45.0% | +19.9% |
| 3M | +16.8% | -23.6% | +40.4% | +18.2% |
| 6M | +38.4% | -19.8% | +58.3% | +38.5% |
| YTD | +27.6% | +33.2% | -5.6% | +21.4% |
| 1Y | +48.3% | +55.2% | -6.9% | +39.1% |
| 3Y | +145.4% | +70.1% | +75.3% | +120.3% |
| 5Y | +438.9% | +19.5% | +419.4% | +363.9% |
| All | +438.9% | +18.7% | +420.2% | +363.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling