+72.4%
LSCC vs CYCU
-99.9%
+172.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.0% |
| 7D | +1.3% | -8.1% | +9.4% | +1.5% |
| 30D | -9.7% | -43.0% | +33.3% | -8.7% |
| 3M | -23.7% | -50.8% | +27.1% | -26.5% |
| 6M | +26.5% | -74.1% | +100.6% | +23.9% |
| YTD | +57.5% | -84.0% | +141.5% | +57.8% |
| 1Y | +75.7% | -92.2% | +167.9% | +71.5% |
| All | +72.4% | -99.9% | +172.2% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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