+82.0%
LSCC vs ALLE
+13.7%
+68.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.2% |
| 7D | +1.3% | -0.2% | +1.5% | +1.5% |
| 30D | -9.7% | -6.8% | -2.9% | -4.5% |
| 3M | -23.7% | +21.0% | -44.7% | -36.2% |
| 6M | +26.5% | +1.1% | +25.4% | +23.6% |
| YTD | +57.5% | -0.5% | +58.1% | +54.1% |
| 1Y | +75.7% | -7.3% | +82.9% | +82.0% |
| 3Y | +19.5% | +42.3% | -22.8% | -17.1% |
| All | +82.0% | +13.7% | +68.3% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling