+75.7%
LSCC vs AS
-21.9%
+97.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +0.5% |
| 7D | +1.3% | -4.9% | +6.2% | +3.4% |
| 30D | -9.7% | -19.6% | +9.9% | -1.0% |
| 3M | -23.7% | -14.4% | -9.3% | -19.4% |
| 6M | +26.5% | -20.1% | +46.6% | +34.9% |
| YTD | +57.5% | -20.9% | +78.5% | +67.4% |
| 1Y | +75.7% | -21.9% | +97.5% | +78.8% |
| All | +75.7% | -21.9% | +97.6% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling