+19.5%
LSCC vs ALM
+390.7%
-371.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.6% | +1.0% | -7.5% |
| 7D | -4.8% | -14.5% | +9.7% | -3.1% |
| 30D | -27.1% | -39.0% | +11.9% | -23.2% |
| 3M | -23.6% | -40.3% | +16.7% | -19.5% |
| 6M | -19.8% | -60.3% | +40.5% | -12.9% |
| YTD | +33.2% | -9.8% | +43.0% | +37.7% |
| 1Y | +55.2% | +30.8% | +24.5% | +57.0% |
| 3Y | +70.1% | +772.4% | -702.3% | +46.4% |
| 5Y | +19.5% | +390.7% | -371.2% | +5.8% |
| All | +19.5% | +390.7% | -371.2% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling