+60.8%
LSCC vs ADVB
-97.6%
+158.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.5% | +0.9% | -8.4% |
| 7D | -4.8% | -28.0% | +23.2% | -4.2% |
| 30D | -27.1% | -70.2% | +43.1% | -25.9% |
| 3M | -23.6% | -76.1% | +52.5% | -22.3% |
| 6M | -19.8% | -72.3% | +52.5% | -19.6% |
| YTD | +33.2% | -67.5% | +100.7% | +32.2% |
| 1Y | +55.2% | -78.6% | +133.8% | +57.1% |
| All | +60.8% | -97.6% | +158.4% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling