+1,486.2%
LSCC vs A
+309.8%
+1,176.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.5% | +10.9% | +10.8% |
| 7D | +14.5% | -0.1% | +14.6% | +14.9% |
| 30D | -0.1% | +3.3% | -3.3% | -2.0% |
| 3M | -2.7% | +18.5% | -21.2% | -14.5% |
| 6M | -4.8% | +59.3% | -64.1% | -35.0% |
| YTD | +66.9% | +31.0% | +35.8% | +31.9% |
| 1Y | +85.8% | +19.3% | +66.5% | +58.2% |
| 3Y | +115.6% | +66.8% | +48.8% | +36.0% |
| 5Y | +48.8% | +15.5% | +33.3% | +25.7% |
| All | +1,486.2% | +309.8% | +1,176.4% | +562.0% |
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