+1,486.2%
LSCC vs FDS
+129.2%
+1,357.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +2.7% | +7.6% | +9.4% |
| 7D | +14.5% | -2.1% | +16.6% | +15.3% |
| 30D | -0.1% | +16.0% | -16.1% | -6.1% |
| 3M | -2.7% | +18.8% | -21.5% | -10.6% |
| 6M | -4.8% | +54.1% | -58.9% | -25.8% |
| YTD | +66.9% | +17.0% | +49.9% | +46.5% |
| 1Y | +85.8% | +25.5% | +60.3% | +55.2% |
| 3Y | +115.6% | -23.3% | +138.9% | +140.1% |
| 5Y | +48.8% | -22.6% | +71.4% | +63.7% |
| All | +1,486.2% | +129.2% | +1,357.0% | +961.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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