+1,872.4%
LSCC vs ALM
+3,431.9%
-1,559.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -9.6% | +1.0% | -8.6% |
| 7D | -4.8% | -14.5% | +9.7% | -4.8% |
| 30D | -27.1% | -39.0% | +11.9% | -27.0% |
| 3M | -23.6% | -40.3% | +16.7% | -23.5% |
| 6M | -19.8% | -60.3% | +40.5% | -19.6% |
| YTD | +33.2% | -9.8% | +43.0% | +33.4% |
| 1Y | +55.2% | +30.8% | +24.5% | +55.4% |
| 3Y | +70.1% | +772.4% | -702.3% | +70.0% |
| 5Y | +19.5% | +390.7% | -371.2% | +19.4% |
| 10Y | +1,164.9% | +2,028.5% | -863.6% | +1,167.1% |
| All | +1,872.4% | +3,431.9% | -1,559.5% | +1,877.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling