+25.5%
LSCC vs ALC
-11.2%
+36.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.1% | +9.2% | +8.2% |
| 7D | +13.0% | +4.9% | +8.1% | +9.8% |
| 30D | -19.8% | +19.0% | -38.8% | -27.9% |
| 3M | -18.4% | +7.8% | -26.2% | -23.0% |
| 6M | -16.1% | +14.6% | -30.7% | -25.0% |
| YTD | +42.7% | -4.4% | +47.2% | +42.1% |
| 1Y | +68.0% | +1.4% | +66.6% | +59.8% |
| 3Y | +85.8% | +2.5% | +83.3% | +66.6% |
| All | +25.5% | -11.2% | +36.7% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling