+73.5%
LSCC vs ALC
+4.5%
+69.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.6% | -8.3% |
| 7D | -4.8% | +7.6% | -12.4% | -6.9% |
| 30D | -27.1% | +21.1% | -48.2% | -31.6% |
| 3M | -23.6% | +8.5% | -32.1% | -25.8% |
| 6M | -19.8% | +2.8% | -22.6% | -21.0% |
| YTD | +33.2% | -2.4% | +35.6% | +34.3% |
| 1Y | +55.2% | +3.5% | +51.8% | +51.4% |
| All | +73.5% | +4.5% | +69.0% | +73.1% |
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