+721.8%
LSCC vs ALC
+31.8%
+689.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +8.3% |
| 7D | +13.0% | +4.9% | +8.1% | +9.5% |
| 30D | -19.8% | +19.0% | -38.8% | -28.5% |
| 3M | -18.4% | +7.8% | -26.2% | -23.4% |
| 6M | -16.1% | +14.6% | -30.7% | -25.5% |
| YTD | +42.7% | -4.4% | +47.2% | +41.1% |
| 1Y | +68.0% | +1.4% | +66.6% | +58.9% |
| 3Y | +85.8% | +2.5% | +83.3% | +68.4% |
| 5Y | +28.0% | -10.9% | +38.9% | +27.5% |
| All | +721.8% | +31.8% | +689.9% | +500.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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