+79.8%
LSCC vs BOXX
+19.3%
+60.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +7.0% | 0.0% | +7.0% | +7.0% |
| 30D | -2.3% | +0.4% | -2.7% | -2.0% |
| 3M | -12.5% | +1.0% | -13.5% | -10.8% |
| 6M | -10.6% | +2.0% | -12.6% | -6.7% |
| YTD | +52.7% | +3.4% | +49.3% | +60.2% |
| 1Y | +74.0% | +4.1% | +69.9% | +83.3% |
| 3Y | +104.8% | +14.4% | +90.4% | +153.7% |
| All | +79.8% | +19.3% | +60.4% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling