+82.0%
LSCC vs A
-12.8%
+94.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.6% |
| 7D | +1.3% | -1.9% | +3.2% | +2.8% |
| 30D | -9.7% | +6.9% | -16.6% | -14.4% |
| 3M | -23.7% | +9.2% | -32.9% | -29.3% |
| 6M | +26.5% | +25.7% | +0.8% | +3.0% |
| YTD | +57.5% | +11.5% | +46.0% | +41.0% |
| 1Y | +75.7% | +18.4% | +57.3% | +47.7% |
| 3Y | +19.5% | +26.6% | -7.1% | -8.5% |
| All | +82.0% | -12.8% | +94.8% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling