+85.4%
LSCC vs BOXX
+18.4%
+67.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.2% |
| 7D | +1.3% | +0.1% | +1.3% | +1.5% |
| 30D | -9.7% | +0.4% | -10.0% | -8.5% |
| 3M | -23.7% | +1.0% | -24.7% | -21.4% |
| 6M | +26.5% | +2.0% | +24.5% | +31.2% |
| YTD | +57.5% | +2.6% | +54.9% | +63.5% |
| 1Y | +75.7% | +4.1% | +71.6% | +84.3% |
| 3Y | +19.5% | +14.7% | +4.7% | +62.4% |
| All | +85.4% | +18.4% | +67.0% | +244.9% |
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