+21.2%
LSCC vs CAPR
+40.5%
-19.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +2.0% |
| 7D | +1.3% | -2.0% | +3.3% | +1.4% |
| 30D | -9.7% | +139.2% | -148.9% | -11.9% |
| 3M | -23.7% | -66.4% | +42.7% | -22.9% |
| 6M | +26.5% | -63.1% | +89.6% | +27.5% |
| YTD | +57.5% | -67.4% | +124.9% | +59.0% |
| 1Y | +75.7% | +58.2% | +17.4% | +61.5% |
| All | +21.2% | +40.5% | -19.3% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling