+1,236.1%
LSCC vs ALK
-41.7%
+1,277.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.9% |
| 7D | +13.0% | +9.0% | +3.9% | +8.9% |
| 30D | -19.8% | -1.6% | -18.2% | -19.8% |
| 3M | -18.4% | -23.2% | +4.8% | -10.4% |
| 6M | -16.1% | -3.9% | -12.2% | -16.3% |
| YTD | +42.7% | -22.6% | +65.3% | +52.8% |
| 1Y | +68.0% | -5.3% | +73.3% | +66.3% |
| 3Y | +85.8% | +18.6% | +67.3% | +62.5% |
| 5Y | +28.0% | -34.4% | +62.4% | +36.5% |
| All | +1,236.1% | -41.7% | +1,277.8% | +1,249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling