+109.6%
LSCC vs FDS
-24.3%
+133.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.4% | +8.8% | +8.4% |
| 7D | +19.3% | -5.0% | +24.3% | +18.5% |
| 30D | -9.6% | +13.8% | -23.4% | -7.8% |
| 3M | -12.4% | +14.8% | -27.3% | -10.0% |
| 6M | -10.5% | +47.4% | -57.8% | -8.3% |
| YTD | +54.8% | +14.2% | +40.6% | +71.9% |
| 1Y | +79.4% | +26.6% | +52.7% | +90.4% |
| 3Y | +109.6% | -24.4% | +134.0% | +167.7% |
| All | +109.6% | -24.3% | +133.9% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling