+75.4%
LSCC vs AS
+139.2%
-63.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.9% | -0.7% |
| 7D | +3.0% | +13.8% | -10.8% | -2.2% |
| 30D | -19.3% | +16.7% | -35.9% | -24.2% |
| 3M | -22.3% | -11.5% | -10.8% | -19.1% |
| 6M | -14.6% | -5.5% | -9.1% | -14.0% |
| YTD | +45.8% | -14.2% | +59.9% | +51.9% |
| 1Y | +69.6% | +2.1% | +67.5% | +65.1% |
| All | +75.4% | +139.2% | -63.7% | +35.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling