+2,045.1%
LSCC vs AR
-32.8%
+2,077.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.8% | -5.8% | -8.2% |
| 7D | -4.8% | -11.7% | +6.9% | -3.3% |
| 30D | -27.1% | +1.8% | -28.9% | -27.4% |
| 3M | -23.6% | +6.0% | -29.6% | -24.6% |
| 6M | -19.8% | -7.0% | -12.8% | -19.6% |
| YTD | +33.2% | +5.6% | +27.7% | +30.2% |
| 1Y | +55.2% | +10.8% | +44.4% | +50.5% |
| 3Y | +70.1% | +19.3% | +50.8% | +62.3% |
| 5Y | +19.5% | +73.3% | -53.8% | +7.0% |
| 10Y | +1,164.9% | +47.6% | +1,117.3% | +908.3% |
| All | +2,045.1% | -32.8% | +2,077.9% | +1,789.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling