+115.7%
LSCC vs COMP
-52.0%
+167.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +10.7% | -3.6% | +4.8% |
| 7D | +13.0% | +13.4% | -0.5% | +10.0% |
| 30D | -19.8% | +11.1% | -30.9% | -21.9% |
| 3M | -18.4% | -18.8% | +0.4% | -15.5% |
| 6M | -16.1% | +10.5% | -26.6% | -19.6% |
| YTD | +42.7% | -3.4% | +46.1% | +37.7% |
| 1Y | +68.0% | +19.7% | +48.3% | +54.2% |
| 3Y | +85.8% | +381.6% | -295.8% | +14.3% |
| 5Y | +28.0% | -17.6% | +45.6% | +5.3% |
| All | +115.7% | -52.0% | +167.7% | +80.9% |
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