+73.5%
LSCC vs COMP
+309.8%
-236.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -8.2% | -0.4% | -7.1% |
| 7D | -4.8% | -1.8% | -3.0% | -4.4% |
| 30D | -27.1% | -0.8% | -26.3% | -27.2% |
| 3M | -23.6% | -28.1% | +4.5% | -19.4% |
| 6M | -19.8% | +27.0% | -46.8% | -25.3% |
| YTD | +33.2% | -12.8% | +46.0% | +30.6% |
| 1Y | +55.2% | +4.9% | +50.3% | +46.3% |
| All | +73.5% | +309.8% | -236.3% | +7.5% |
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 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