+72.5%
LSCC vs FIGR
-31.9%
+104.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +7.9% | +0.5% | +7.1% |
| 7D | +19.3% | +12.5% | +6.8% | +17.2% |
| 30D | -9.6% | -14.1% | +4.4% | -7.8% |
| 3M | -12.4% | -14.3% | +1.9% | -11.5% |
| 6M | -10.5% | -34.8% | +24.4% | -7.0% |
| YTD | +54.8% | -40.0% | +94.7% | +54.2% |
| 1Y | +79.4% | -32.9% | +112.3% | +73.1% |
| All | +72.5% | -31.9% | +104.4% | +68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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