+372.0%
LLY vs LSCC
+82.7%
+289.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | -2.1% | +1.3% | -3.5% | -2.2% |
| 30D | -1.6% | -9.7% | +8.1% | -1.0% |
| 3M | +2.3% | -23.7% | +26.0% | +3.8% |
| 6M | +14.9% | +26.5% | -11.6% | +11.1% |
| YTD | +7.5% | +57.5% | -50.0% | +1.5% |
| 1Y | +55.7% | +75.7% | -20.0% | +45.1% |
| 3Y | +110.6% | +19.5% | +91.1% | +95.2% |
| All | +372.0% | +82.7% | +289.3% | +294.8% |
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