+1,435.5%
LSCC vs CAPR
-63.2%
+1,498.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.7% | +5.5% | -2.9% |
| 7D | +21.2% | +19.1% | +2.2% | +20.4% |
| 30D | -1.9% | +48.8% | -50.7% | -3.5% |
| 3M | -8.1% | +144.4% | -152.5% | -11.9% |
| 6M | -5.2% | -67.5% | +62.3% | -3.9% |
| YTD | +61.5% | -64.5% | +126.0% | +62.7% |
| 1Y | +81.3% | +74.4% | +6.8% | +57.7% |
| 3Y | +108.7% | +265.7% | -157.0% | +64.9% |
| 5Y | +44.1% | +196.0% | -151.8% | +11.9% |
| All | +1,435.5% | -63.2% | +1,498.7% | +971.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling