+21.2%
LSCC vs A
+26.9%
-5.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.6% |
| 7D | +1.3% | -1.9% | +3.2% | +2.5% |
| 30D | -9.7% | +6.9% | -16.6% | -13.5% |
| 3M | -23.7% | +9.2% | -32.9% | -28.3% |
| 6M | +26.5% | +25.7% | +0.8% | +7.0% |
| YTD | +57.5% | +11.5% | +46.0% | +45.1% |
| 1Y | +75.7% | +18.4% | +57.3% | +52.8% |
| All | +21.2% | +26.9% | -5.7% | +5.4% |
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