+82.6%
LSCC vs BOXX
+18.4%
+64.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.4% | 0.0% | +0.4% | +0.6% |
| 30D | -9.5% | +0.3% | -9.8% | -8.6% |
| 3M | -13.8% | +1.0% | -14.8% | -11.3% |
| 6M | +24.5% | +1.9% | +22.5% | +29.2% |
| YTD | +55.1% | +2.6% | +52.5% | +61.0% |
| 1Y | +72.5% | +4.0% | +68.5% | +80.9% |
| 3Y | +24.5% | +14.6% | +9.9% | +66.6% |
| All | +82.6% | +18.4% | +64.2% | +239.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling