+1,984.5%
LSCC vs ALLE
+260.9%
+1,723.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -23.7% | +21.0% | -44.7% | -34.1% |
| 6M | +26.5% | +1.1% | +25.4% | +24.1% |
| YTD | +57.5% | -0.5% | +58.1% | +55.1% |
| 1Y | +75.7% | -7.3% | +82.9% | +81.1% |
| 3Y | +19.5% | +42.3% | -22.8% | -8.5% |
| 5Y | +83.8% | +13.5% | +70.3% | +61.5% |
| 10Y | +1,772.4% | +144.0% | +1,628.3% | +930.3% |
| All | +1,984.5% | +260.9% | +1,723.7% | +835.2% |
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 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