+1,147.2%
LSCC vs ALLE
+225.5%
+921.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.9% | -5.7% | -6.6% |
| 7D | -4.8% | 0.0% | -4.9% | -4.8% |
| 30D | -27.1% | +20.6% | -47.7% | -37.1% |
| 3M | -23.6% | +11.4% | -35.0% | -30.4% |
| 6M | -19.8% | +42.5% | -62.4% | -39.7% |
| YTD | +33.2% | +18.9% | +14.3% | +13.7% |
| 1Y | +55.2% | +14.2% | +41.1% | +36.3% |
| 3Y | +70.1% | +90.7% | -20.6% | +3.0% |
| 5Y | +19.5% | +52.5% | -33.0% | -16.1% |
| All | +1,147.2% | +225.5% | +921.7% | +526.3% |
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