+82.0%
LSCC vs FIVE
+31.2%
+50.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | -0.3% |
| 7D | +1.3% | +4.3% | -3.0% | -0.6% |
| 30D | -9.7% | +12.5% | -22.2% | -14.9% |
| 3M | -23.7% | +31.2% | -54.9% | -33.3% |
| 6M | +26.5% | +14.4% | +12.1% | +16.9% |
| YTD | +57.5% | +33.9% | +23.6% | +35.2% |
| 1Y | +75.7% | +65.1% | +10.6% | +36.5% |
| 3Y | +19.5% | +49.0% | -29.5% | -12.8% |
| All | +82.0% | +31.2% | +50.8% | +42.2% |
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