+1,751.4%
LSCC vs ALK
-34.2%
+1,785.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.5% | +1.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | -9.7% | -19.2% | +9.6% | -2.2% |
| 3M | -23.7% | -1.5% | -22.2% | -23.9% |
| 6M | +26.5% | -13.1% | +39.5% | +31.2% |
| YTD | +57.5% | -16.4% | +73.9% | +64.6% |
| 1Y | +75.7% | -33.1% | +108.8% | +98.1% |
| 3Y | +19.5% | +0.6% | +18.8% | +11.4% |
| 5Y | +83.8% | -26.4% | +110.2% | +88.7% |
| All | +1,751.4% | -34.2% | +1,785.6% | +1,800.5% |
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