+1,236.1%
LSCC vs ALLE
+222.4%
+1,013.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.1% | +7.8% |
| 7D | +13.0% | -0.6% | +13.5% | +13.4% |
| 30D | -19.8% | +25.3% | -45.2% | -32.7% |
| 3M | -18.4% | +10.3% | -28.7% | -25.2% |
| 6M | -16.1% | +38.0% | -54.2% | -35.4% |
| YTD | +42.7% | +17.8% | +25.0% | +22.5% |
| 1Y | +68.0% | +13.6% | +54.4% | +47.9% |
| 3Y | +85.8% | +89.2% | -3.4% | +13.1% |
| 5Y | +28.0% | +51.1% | -23.0% | -9.6% |
| All | +1,236.1% | +222.4% | +1,013.7% | +574.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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