+443.8%
LLY vs LSCC
+26.3%
+417.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.2% |
| 7D | -4.5% | +13.0% | -17.4% | -5.1% |
| 30D | +13.9% | -19.8% | +33.7% | +15.2% |
| 3M | +13.8% | -18.4% | +32.2% | +14.7% |
| 6M | +37.6% | -16.1% | +53.7% | +37.4% |
| YTD | +26.6% | +42.7% | -16.1% | +20.0% |
| 1Y | +45.3% | +68.0% | -22.7% | +35.6% |
| 3Y | +132.2% | +85.8% | +46.4% | +107.3% |
| All | +443.8% | +26.3% | +417.5% | +368.2% |
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