+806.9%
LSCC vs ALC
+24.0%
+782.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +3.4% |
| 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% | -27.7% |
| 6M | +26.5% | -15.9% | +42.4% | +38.5% |
| YTD | +57.5% | -10.1% | +67.6% | +63.7% |
| 1Y | +75.7% | -10.2% | +85.9% | +81.8% |
| 3Y | +19.5% | -13.6% | +33.0% | +23.2% |
| 5Y | +83.8% | -15.1% | +98.9% | +90.8% |
| All | +806.9% | +24.0% | +782.9% | +596.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling