+25.5%
LSCC vs AR
+71.8%
-46.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +8.0% | +7.3% |
| 7D | +13.0% | -14.3% | +27.2% | +16.9% |
| 30D | -19.8% | +1.4% | -21.3% | -20.4% |
| 3M | -18.4% | +3.4% | -21.8% | -19.8% |
| 6M | -16.1% | -2.1% | -14.0% | -16.9% |
| YTD | +42.7% | +4.7% | +38.0% | +36.7% |
| 1Y | +68.0% | +10.6% | +57.4% | +58.0% |
| 3Y | +85.8% | +24.6% | +61.3% | +68.0% |
| All | +25.5% | +71.8% | -46.3% | -0.6% |
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