+1,829.0%
LSCC vs ALLE
+344.1%
+1,484.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.1% |
| 7D | +3.0% | +6.7% | -3.7% | -1.5% |
| 30D | -19.3% | +25.4% | -44.7% | -31.9% |
| 3M | -22.3% | +16.9% | -39.2% | -31.5% |
| 6M | -14.6% | +46.6% | -61.1% | -36.3% |
| YTD | +45.8% | +22.4% | +23.3% | +22.5% |
| 1Y | +69.6% | +17.7% | +51.9% | +46.4% |
| 3Y | +86.1% | +96.3% | -10.2% | +13.0% |
| 5Y | +30.7% | +57.4% | -26.7% | -8.4% |
| 10Y | +1,283.9% | +241.0% | +1,042.8% | +506.2% |
| All | +1,829.0% | +344.1% | +1,484.8% | +638.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling