+19.5%
LSCC vs ALC
-8.7%
+28.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.0% | -7.6% | -8.1% |
| 7D | -4.8% | +7.6% | -12.4% | -8.7% |
| 30D | -27.1% | +21.1% | -48.2% | -35.0% |
| 3M | -23.6% | +8.5% | -32.1% | -28.0% |
| 6M | -19.8% | +2.8% | -22.6% | -23.4% |
| YTD | +33.2% | -2.4% | +35.6% | +31.3% |
| 1Y | +55.2% | +3.5% | +51.8% | +46.2% |
| 3Y | +70.1% | +4.2% | +65.9% | +51.6% |
| 5Y | +19.5% | -9.0% | +28.5% | +22.7% |
| All | +19.5% | -8.7% | +28.3% | +22.7% |
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 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