+55.2%
LSCC vs FIVE
+54.7%
+0.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.3% | -4.3% | -7.3% |
| 7D | -4.8% | -1.7% | -3.1% | -4.2% |
| 30D | -27.1% | +14.9% | -42.0% | -30.1% |
| 3M | -23.6% | +7.6% | -31.2% | -26.3% |
| 6M | -19.8% | +6.4% | -26.2% | -22.2% |
| YTD | +33.2% | +28.1% | +5.1% | +18.5% |
| 1Y | +55.2% | +54.7% | +0.5% | +26.3% |
| All | +55.2% | +54.7% | +0.5% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling