+1,525.4%
LSCC vs FDS
+10,727.5%
-9,202.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.5% | -8.1% | -8.4% |
| 7D | -4.8% | +6.4% | -11.2% | -7.7% |
| 30D | -27.1% | +25.2% | -52.3% | -34.9% |
| 3M | -23.6% | +22.9% | -46.5% | -32.5% |
| 6M | -19.8% | +56.5% | -76.3% | -39.9% |
| YTD | +33.2% | +19.0% | +14.3% | +10.2% |
| 1Y | +55.2% | +32.7% | +22.5% | +20.9% |
| 3Y | +70.1% | -20.4% | +90.5% | +67.9% |
| 5Y | +19.5% | -19.6% | +39.1% | +18.0% |
| 10Y | +1,164.9% | +148.5% | +1,016.4% | +611.1% |
| All | +1,525.4% | +10,727.5% | -9,202.1% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling