+82.0%
LSCC vs ALC
-16.0%
+98.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +3.3% |
| 7D | +1.3% | -2.1% | +3.4% | +2.6% |
| 30D | -9.7% | -0.1% | -9.6% | -10.1% |
| 3M | -23.7% | +5.9% | -29.6% | -27.6% |
| 6M | +26.5% | -15.9% | +42.4% | +38.9% |
| YTD | +57.5% | -10.1% | +67.6% | +64.0% |
| 1Y | +75.7% | -10.2% | +85.9% | +82.1% |
| 3Y | +19.5% | -13.6% | +33.0% | +23.1% |
| All | +82.0% | -16.0% | +98.0% | +97.6% |
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