+68.0%
LSCC vs ALM
+31.8%
+36.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +6.6% |
| 7D | +13.0% | -6.7% | +19.6% | +15.2% |
| 30D | -19.8% | -32.9% | +13.1% | -11.2% |
| 3M | -18.4% | -39.5% | +21.1% | -8.3% |
| 6M | -16.1% | -62.0% | +45.9% | +2.1% |
| YTD | +42.7% | -7.8% | +50.6% | +64.4% |
| 1Y | +68.0% | +26.7% | +41.3% | +89.6% |
| All | +68.0% | +31.8% | +36.2% | +89.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling