+55.2%
LSCC vs AS
0.0%
+55.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.3% | -6.3% | -7.6% |
| 7D | -4.8% | +7.1% | -11.9% | -7.6% |
| 30D | -27.1% | +12.8% | -39.9% | -31.0% |
| 3M | -23.6% | -14.7% | -8.9% | -18.2% |
| 6M | -19.8% | -9.9% | -9.9% | -17.4% |
| YTD | +33.2% | -16.1% | +49.4% | +37.5% |
| 1Y | +55.2% | +0.2% | +55.1% | +54.1% |
| All | +55.2% | 0.0% | +55.2% | +54.1% |
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