+860.6%
LSCC vs ALC
+27.5%
+833.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -2.2% | +12.5% | +11.6% |
| 7D | +14.5% | -6.3% | +20.7% | +18.6% |
| 30D | -0.1% | +12.6% | -12.7% | -8.1% |
| 3M | -2.7% | -3.8% | +1.2% | -2.1% |
| 6M | -4.8% | +16.8% | -21.6% | -16.8% |
| YTD | +66.9% | -7.6% | +74.5% | +67.9% |
| 1Y | +85.8% | -5.9% | +91.7% | +84.4% |
| 3Y | +115.6% | +0.6% | +115.0% | +96.7% |
| 5Y | +48.8% | -9.5% | +58.3% | +46.3% |
| All | +860.6% | +27.5% | +833.2% | +614.3% |
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