+69.6%
LSCC vs ADVB
-76.7%
+146.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.5% | +5.8% | +1.3% |
| 7D | +3.0% | -29.5% | +32.5% | +3.0% |
| 30D | -19.3% | -66.9% | +47.6% | -19.6% |
| 3M | -22.3% | -73.7% | +51.4% | -22.7% |
| 6M | -14.6% | -64.8% | +50.2% | -14.6% |
| YTD | +45.8% | -64.0% | +109.8% | +48.4% |
| 1Y | +69.6% | -77.0% | +146.6% | +76.4% |
| All | +69.6% | -76.7% | +146.3% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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