+85.8%
LSCC vs ALC
+2.3%
+83.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +7.7% |
| 7D | +13.0% | +4.9% | +8.1% | +11.3% |
| 30D | -19.8% | +19.0% | -38.8% | -24.4% |
| 3M | -18.4% | +7.8% | -26.2% | -20.8% |
| 6M | -16.1% | +14.6% | -30.7% | -21.4% |
| YTD | +42.7% | -4.4% | +47.2% | +44.6% |
| 1Y | +68.0% | +1.4% | +66.6% | +64.6% |
| 3Y | +85.8% | +2.5% | +83.3% | +86.4% |
| All | +85.8% | +2.3% | +83.6% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling