+87.3%
LSCC vs FIVE
+65.4%
+21.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.1% | +11.4% | +10.7% |
| 7D | +14.5% | -0.5% | +15.0% | +14.7% |
| 30D | -0.1% | +17.4% | -17.5% | -4.9% |
| 3M | -2.7% | +7.0% | -9.7% | -5.4% |
| 6M | -4.8% | +20.5% | -25.3% | -12.9% |
| YTD | +66.9% | +33.1% | +33.7% | +45.9% |
| All | +87.3% | +65.4% | +21.9% | +47.2% |
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