+69.6%
LSCC vs ABCL
+138.2%
-68.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +1.1% |
| 7D | +3.0% | -10.0% | +12.9% | +5.0% |
| 30D | -19.3% | -10.9% | -8.4% | -17.7% |
| 3M | -22.3% | +101.6% | -123.9% | -34.3% |
| 6M | -14.6% | +167.5% | -182.1% | -34.7% |
| YTD | +45.8% | +259.1% | -213.3% | +0.7% |
| 1Y | +69.6% | +152.2% | -82.5% | +29.2% |
| All | +69.6% | +138.2% | -68.6% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling