+1,236.1%
LSCC vs FIVE
+563.4%
+672.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.3% |
| 7D | +13.0% | -0.3% | +13.2% | +13.0% |
| 30D | -19.8% | +17.7% | -37.5% | -24.7% |
| 3M | -18.4% | +4.0% | -22.4% | -20.4% |
| 6M | -16.1% | +2.6% | -18.7% | -18.5% |
| YTD | +42.7% | +27.6% | +15.2% | +27.5% |
| 1Y | +68.0% | +59.9% | +8.1% | +37.6% |
| 3Y | +85.8% | +35.8% | +50.1% | +47.9% |
| 5Y | +28.0% | +14.4% | +13.6% | +4.9% |
| All | +1,236.1% | +563.4% | +672.7% | +699.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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