+1,236.1%
LSCC vs A
+319.7%
+916.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +5.8% |
| 7D | +13.0% | -0.1% | +13.0% | +13.3% |
| 30D | -19.8% | +3.4% | -23.2% | -21.5% |
| 3M | -18.4% | +23.8% | -42.2% | -30.7% |
| 6M | -16.1% | +49.0% | -65.1% | -39.9% |
| YTD | +42.7% | +29.4% | +13.3% | +13.8% |
| 1Y | +68.0% | +19.4% | +48.6% | +42.6% |
| 3Y | +85.8% | +66.2% | +19.7% | +17.4% |
| 5Y | +28.0% | +15.8% | +12.2% | +7.9% |
| All | +1,236.1% | +319.7% | +916.4% | +478.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling