+1,236.1%
LSCC vs ALM
+2,022.9%
-786.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +7.0% |
| 7D | +13.0% | -6.7% | +19.6% | +13.5% |
| 30D | -19.8% | -32.9% | +13.1% | -17.8% |
| 3M | -18.4% | -39.5% | +21.1% | -16.0% |
| 6M | -16.1% | -62.0% | +45.9% | -11.9% |
| YTD | +42.7% | -7.8% | +50.6% | +45.1% |
| 1Y | +68.0% | +26.7% | +41.3% | +68.9% |
| 3Y | +85.8% | +825.4% | -739.5% | +72.6% |
| 5Y | +28.0% | +401.2% | -373.2% | +19.7% |
| All | +1,236.1% | +2,022.9% | -786.7% | +1,154.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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