+1,351.6%
LSCC vs ALK
-45.9%
+1,397.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.9% |
| 7D | +7.0% | -1.2% | +8.2% | +7.5% |
| 30D | -2.3% | +7.7% | -10.0% | -5.7% |
| 3M | -12.5% | -19.0% | +6.5% | -5.7% |
| 6M | -10.6% | -0.2% | -10.4% | -11.9% |
| YTD | +52.7% | -23.5% | +76.2% | +64.3% |
| 1Y | +74.0% | -9.1% | +83.1% | +75.2% |
| 3Y | +104.8% | +12.0% | +92.8% | +82.9% |
| 5Y | +36.2% | -30.9% | +67.1% | +43.4% |
| All | +1,351.6% | -45.9% | +1,397.5% | +1,372.4% |
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