+73.5%
LSCC vs A
+61.4%
+12.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.0% | -5.6% | -6.6% |
| 7D | -4.8% | -5.2% | +0.3% | -1.2% |
| 30D | -27.1% | +1.4% | -28.5% | -27.4% |
| 3M | -23.6% | +21.9% | -45.5% | -32.7% |
| 6M | -19.8% | +46.7% | -66.5% | -38.8% |
| YTD | +33.2% | +27.2% | +6.0% | +12.9% |
| 1Y | +55.2% | +17.9% | +37.3% | +39.1% |
| All | +73.5% | +61.4% | +12.0% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling