+28.3%
LSCC vs BOXX
+14.6%
+13.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.4% | +0.1% | +1.3% | +1.5% |
| 30D | -10.0% | +0.3% | -10.3% | -9.7% |
| 3M | -16.1% | +1.0% | -17.0% | -15.9% |
| 6M | +27.4% | +1.9% | +25.5% | +24.6% |
| YTD | +56.9% | +2.6% | +54.3% | +49.4% |
| 1Y | +74.6% | +4.0% | +70.6% | +59.0% |
| All | +28.3% | +14.6% | +13.7% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling