+101.4%
LSCC vs COMP
-56.6%
+158.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -8.2% | -0.4% | -6.9% |
| 7D | -4.8% | -1.8% | -3.0% | -4.4% |
| 30D | -27.1% | -0.8% | -26.3% | -27.3% |
| 3M | -23.6% | -28.1% | +4.5% | -18.8% |
| 6M | -19.8% | +27.0% | -46.8% | -26.0% |
| YTD | +33.2% | -12.8% | +46.0% | +31.3% |
| 1Y | +55.2% | +4.9% | +50.3% | +46.5% |
| 3Y | +70.1% | +321.0% | -250.9% | +7.7% |
| 5Y | +19.5% | -25.6% | +45.1% | +0.4% |
| All | +101.4% | -56.6% | +158.0% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling