+89.6%
LSCC vs AS
+120.4%
-30.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +0.6% |
| 7D | +1.3% | -4.9% | +6.2% | +3.3% |
| 30D | -9.7% | -19.6% | +9.9% | -2.0% |
| 3M | -23.7% | -14.4% | -9.3% | -19.7% |
| 6M | +26.5% | -20.1% | +46.6% | +36.5% |
| YTD | +57.5% | -20.9% | +78.5% | +70.0% |
| 1Y | +75.7% | -21.9% | +97.5% | +89.2% |
| All | +89.6% | +120.4% | -30.8% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling