+21.2%
LSCC vs AR
+40.7%
-19.6%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | +1.3% | +2.5% | -1.2% | +0.6% |
| 30D | -9.7% | +14.8% | -24.5% | -13.1% |
| 3M | -23.7% | +6.2% | -29.9% | -25.2% |
| 6M | +26.5% | +4.3% | +22.2% | +23.0% |
| YTD | +57.5% | +14.4% | +43.2% | +47.0% |
| 1Y | +75.7% | +21.3% | +54.3% | +59.3% |
| All | +21.2% | +40.7% | -19.6% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling