+82.0%
LSCC vs AR
+143.7%
-61.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | +1.3% | +2.5% | -1.2% | +0.7% |
| 30D | -9.7% | +14.8% | -24.5% | -12.8% |
| 3M | -23.7% | +6.2% | -29.9% | -25.2% |
| 6M | +26.5% | +4.3% | +22.2% | +23.4% |
| YTD | +57.5% | +14.4% | +43.2% | +49.0% |
| 1Y | +75.7% | +21.3% | +54.3% | +62.8% |
| 3Y | +19.5% | +39.8% | -20.3% | +6.0% |
| All | +82.0% | +143.7% | -61.7% | +42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling