+65.9%
LSCC vs ALC
+0.5%
+65.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.5% |
| 7D | +5.0% | +2.3% | +2.7% | +5.4% |
| 30D | -11.7% | +15.5% | -27.3% | -9.9% |
| 3M | -13.3% | +0.6% | -13.9% | -11.4% |
| 6M | -12.5% | +18.4% | -30.9% | -13.1% |
| YTD | +51.2% | -5.6% | +56.8% | +58.3% |
| 1Y | +65.9% | 0.0% | +65.9% | +70.5% |
| All | +65.9% | +0.5% | +65.4% | +70.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling