+73.5%
LSCC vs ALK
+15.2%
+58.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.2% | -5.3% | -7.2% |
| 7D | -4.8% | +7.1% | -11.9% | -7.8% |
| 30D | -27.1% | -3.0% | -24.1% | -26.6% |
| 3M | -23.6% | -25.6% | +2.0% | -13.9% |
| 6M | -19.8% | +0.5% | -20.3% | -21.7% |
| YTD | +33.2% | -23.1% | +56.3% | +42.9% |
| 1Y | +55.2% | -7.5% | +62.8% | +53.5% |
| All | +73.5% | +15.2% | +58.2% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling