+395.8%
LSCC vs A
+457.0%
-61.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -13.4% |
| 3M | -23.7% | +9.2% | -32.9% | -28.1% |
| 6M | +26.5% | +25.7% | +0.8% | +8.0% |
| YTD | +57.5% | +11.5% | +46.0% | +44.1% |
| 1Y | +75.7% | +18.4% | +57.3% | +54.1% |
| 3Y | +19.5% | +26.6% | -7.1% | +0.4% |
| 5Y | +83.8% | -12.8% | +96.6% | +94.7% |
| 10Y | +1,772.4% | +247.2% | +1,525.2% | +805.9% |
| All | +395.8% | +457.0% | -61.2% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling