+1,825.2%
LSCC vs CAPR
-99.1%
+1,924.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 3M | -23.7% | -66.4% | +42.7% | -22.8% |
| 6M | +26.5% | -63.1% | +89.6% | +27.5% |
| YTD | +57.5% | -67.4% | +124.9% | +59.1% |
| 1Y | +75.7% | +58.2% | +17.4% | +59.5% |
| 3Y | +19.5% | +42.2% | -22.7% | +5.2% |
| 5Y | +83.8% | +87.3% | -3.5% | +58.5% |
| 10Y | +1,772.4% | -75.3% | +1,847.6% | +1,424.0% |
| All | +1,825.2% | -99.1% | +1,924.3% | +1,410.1% |
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 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