+2,232.0%
LSCC vs ALM
+7,705.7%
-5,473.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.0% |
| 7D | +1.3% | -2.6% | +3.9% | +1.3% |
| 30D | -9.7% | +32.0% | -41.7% | -9.7% |
| 3M | -23.7% | -15.0% | -8.7% | -23.7% |
| 6M | +26.5% | -10.1% | +36.6% | +26.5% |
| YTD | +57.5% | +99.4% | -41.9% | +57.4% |
| 1Y | +75.7% | +316.4% | -240.7% | +75.4% |
| 3Y | +19.5% | +2,022.0% | -2,002.5% | +19.1% |
| 5Y | +83.8% | +941.2% | -857.4% | +83.2% |
| 10Y | +1,772.4% | +2,950.3% | -1,178.0% | +1,770.3% |
| All | +2,232.0% | +7,705.7% | -5,473.8% | +2,232.4% |
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