+1,236.1%
LSCC vs FDS
+135.4%
+1,100.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.7% | +10.8% | +8.4% |
| 7D | +13.0% | -0.5% | +13.5% | +12.9% |
| 30D | -19.8% | +20.2% | -40.0% | -25.8% |
| 3M | -18.4% | +19.9% | -38.3% | -25.5% |
| 6M | -16.1% | +56.2% | -72.3% | -35.5% |
| YTD | +42.7% | +14.6% | +28.2% | +26.2% |
| 1Y | +68.0% | +31.6% | +36.4% | +35.3% |
| 3Y | +85.8% | -23.8% | +109.7% | +106.3% |
| 5Y | +28.0% | -22.6% | +50.6% | +39.9% |
| All | +1,236.1% | +135.4% | +1,100.8% | +813.1% |
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