+38.6%
LSCC vs FDS
-22.8%
+61.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | +5.0% | -2.0% | +7.0% | +5.2% |
| 30D | -11.7% | +13.5% | -25.3% | -13.7% |
| 3M | -13.3% | +15.2% | -28.5% | -15.8% |
| 6M | -12.5% | +47.0% | -59.6% | -23.0% |
| YTD | +51.2% | +13.9% | +37.3% | +49.5% |
| 1Y | +65.9% | +25.2% | +40.7% | +53.4% |
| 3Y | +95.3% | -25.3% | +120.7% | +150.2% |
| 5Y | +38.6% | -23.3% | +61.9% | +72.5% |
| All | +38.6% | -22.8% | +61.4% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling