+38.6%
LSCC vs FIVE
+18.8%
+19.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +5.0% | +7.3% | -2.3% | +1.9% |
| 30D | -11.7% | +18.1% | -29.8% | -18.1% |
| 3M | -13.3% | +7.7% | -21.0% | -17.0% |
| 6M | -12.5% | +13.6% | -26.1% | -19.3% |
| YTD | +51.2% | +34.6% | +16.6% | +28.8% |
| 1Y | +65.9% | +66.2% | -0.4% | +28.1% |
| 3Y | +95.3% | +43.5% | +51.9% | +46.0% |
| 5Y | +38.6% | +20.7% | +18.0% | +15.0% |
| All | +38.6% | +18.8% | +19.8% | +15.0% |
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