+147.7%
LSCC vs ABCL
-80.5%
+228.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.7% | +0.4% | +5.5% |
| 7D | +13.0% | -3.2% | +16.1% | +13.8% |
| 30D | -19.8% | -7.4% | -12.4% | -18.3% |
| 3M | -18.4% | +81.9% | -100.3% | -31.4% |
| 6M | -16.1% | +135.7% | -151.8% | -35.3% |
| YTD | +42.7% | +247.4% | -204.6% | -1.9% |
| 1Y | +68.0% | +162.3% | -94.2% | +23.2% |
| 3Y | +85.8% | +165.5% | -79.6% | +24.1% |
| 5Y | +28.0% | -21.3% | +49.3% | +5.1% |
| All | +147.7% | -80.5% | +228.2% | +126.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling