+19.5%
LSCC vs CAPR
+126.3%
-106.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.6% | -5.0% | -8.5% |
| 7D | -4.8% | +29.7% | -34.5% | -5.6% |
| 30D | -27.1% | +11.0% | -38.1% | -27.4% |
| 3M | -23.6% | +118.8% | -142.4% | -25.9% |
| 6M | -19.8% | -73.9% | +54.1% | -18.3% |
| YTD | +33.2% | -70.2% | +103.4% | +34.9% |
| 1Y | +55.2% | +38.3% | +17.0% | +40.1% |
| 3Y | +70.1% | +199.7% | -129.5% | +25.0% |
| 5Y | +19.5% | +130.6% | -111.0% | -28.1% |
| All | +19.5% | +126.3% | -106.8% | -28.1% |
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