+82.0%
LSCC vs CAPR
+84.7%
-2.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -12.5% |
| 3M | -23.7% | -66.4% | +42.7% | -22.7% |
| 6M | +26.5% | -63.1% | +89.6% | +27.7% |
| YTD | +57.5% | -67.4% | +124.9% | +59.4% |
| 1Y | +75.7% | +58.2% | +17.4% | +57.1% |
| 3Y | +19.5% | +42.2% | -22.7% | -4.8% |
| All | +82.0% | +84.7% | -2.6% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling