+109.6%
LSCC vs ALC
+2.4%
+107.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.3% | +8.2% | +8.4% |
| 7D | +19.3% | +2.1% | +17.3% | +18.5% |
| 30D | -9.6% | +17.2% | -26.9% | -14.3% |
| 3M | -12.4% | +4.6% | -17.0% | -13.9% |
| 6M | -10.5% | +20.1% | -30.6% | -17.9% |
| YTD | +54.8% | -4.2% | +59.0% | +56.7% |
| 1Y | +79.4% | +2.1% | +77.3% | +75.3% |
| 3Y | +109.6% | +4.5% | +105.1% | +110.7% |
| All | +109.6% | +2.4% | +107.2% | +110.7% |
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