+1,681.6%
LSCC vs CAPR
-99.1%
+1,780.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.3% | -7.0% | +1.0% |
| 7D | +3.0% | +43.2% | -40.2% | +1.9% |
| 30D | -19.3% | +14.7% | -33.9% | -19.6% |
| 3M | -22.3% | +113.9% | -136.2% | -24.4% |
| 6M | -14.6% | -73.4% | +58.8% | -13.3% |
| YTD | +45.8% | -69.1% | +114.9% | +47.1% |
| 1Y | +69.6% | +47.2% | +22.4% | +54.3% |
| 3Y | +86.1% | +210.8% | -124.7% | +60.6% |
| 5Y | +30.7% | +134.1% | -103.4% | +12.0% |
| 10Y | +1,283.9% | -67.3% | +1,351.2% | +1,021.7% |
| All | +1,681.6% | -99.1% | +1,780.7% | +1,296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling