+71.8%
LSCC vs AS
+134.9%
-63.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.7% | +6.9% |
| 7D | +13.0% | +6.9% | +6.0% | +10.1% |
| 30D | -19.8% | +16.0% | -35.8% | -24.5% |
| 3M | -18.4% | -12.8% | -5.5% | -14.4% |
| 6M | -16.1% | -15.4% | -0.7% | -11.5% |
| YTD | +42.7% | -15.7% | +58.5% | +49.9% |
| 1Y | +68.0% | +6.1% | +61.9% | +61.4% |
| All | +71.8% | +134.9% | -63.1% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling