+72.2%
LSCC vs ADVB
-97.5%
+169.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.2% | +2.9% | +7.0% |
| 7D | +13.0% | -13.9% | +26.9% | +13.3% |
| 30D | -19.8% | -68.1% | +48.3% | -18.6% |
| 3M | -18.4% | -73.4% | +55.0% | -17.2% |
| 6M | -16.1% | -70.8% | +54.7% | -16.0% |
| YTD | +42.7% | -66.1% | +108.8% | +41.5% |
| 1Y | +68.0% | -77.5% | +145.5% | +69.9% |
| All | +72.2% | -97.5% | +169.7% | +123.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling