+21.2%
LSCC vs ALLE
+42.6%
-21.4%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.3% |
| 7D | +1.3% | -0.2% | +1.5% | +1.5% |
| 30D | -9.7% | -6.8% | -2.9% | -5.1% |
| 3M | -23.7% | +21.0% | -44.7% | -35.3% |
| 6M | +26.5% | +1.1% | +25.4% | +24.2% |
| YTD | +57.5% | -0.5% | +58.1% | +54.4% |
| 1Y | +75.7% | -7.3% | +82.9% | +82.4% |
| All | +21.2% | +42.6% | -21.4% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling