+85.8%
LSCC vs CAPR
+214.7%
-128.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.5% | +7.0% |
| 7D | +13.0% | +41.1% | -28.1% | +12.0% |
| 30D | -19.8% | +11.1% | -30.9% | -20.1% |
| 3M | -18.4% | +115.3% | -133.7% | -20.4% |
| 6M | -16.1% | -73.8% | +57.7% | -14.9% |
| YTD | +42.7% | -68.8% | +111.5% | +44.0% |
| 1Y | +68.0% | +43.3% | +24.7% | +55.2% |
| 3Y | +85.8% | +214.7% | -128.8% | +24.0% |
| All | +85.8% | +214.7% | -128.8% | +24.0% |
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