+19.5%
LSCC vs FIVE
+15.3%
+4.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.3% | -4.3% | -6.7% |
| 7D | -4.8% | -1.7% | -3.1% | -4.1% |
| 30D | -27.1% | +14.9% | -42.0% | -31.6% |
| 3M | -23.6% | +7.6% | -31.2% | -27.0% |
| 6M | -19.8% | +6.4% | -26.2% | -23.9% |
| YTD | +33.2% | +28.1% | +5.1% | +15.9% |
| 1Y | +55.2% | +54.7% | +0.5% | +23.7% |
| 3Y | +70.1% | +36.1% | +34.0% | +30.1% |
| 5Y | +19.5% | +14.9% | +4.6% | +0.2% |
| All | +19.5% | +15.3% | +4.2% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling