+21.2%
LSCC vs COMP
+215.9%
-194.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.5% | +1.5% | +1.9% |
| 7D | +1.3% | +1.4% | -0.1% | +1.0% |
| 30D | -9.7% | -13.3% | +3.7% | -7.4% |
| 3M | -23.7% | +41.1% | -64.8% | -29.6% |
| 6M | +26.5% | +17.2% | +9.3% | +19.4% |
| YTD | +57.5% | +5.2% | +52.3% | +49.6% |
| 1Y | +75.7% | +18.9% | +56.8% | +60.7% |
| All | +21.2% | +215.9% | -194.7% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling