+3,137.4%
LSCC vs FIVE
+868.1%
+2,269.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.1% | -3.1% | +0.4% |
| 7D | +1.3% | +4.3% | -3.0% | -0.1% |
| 30D | -9.7% | +12.5% | -22.2% | -13.4% |
| 3M | -23.7% | +31.2% | -54.9% | -30.6% |
| 6M | +26.5% | +14.4% | +12.1% | +19.8% |
| YTD | +57.5% | +33.9% | +23.6% | +41.7% |
| 1Y | +75.7% | +65.1% | +10.6% | +47.6% |
| 3Y | +19.5% | +49.0% | -29.5% | -4.0% |
| 5Y | +83.8% | +30.3% | +53.5% | +50.9% |
| 10Y | +1,772.4% | +481.1% | +1,291.3% | +1,036.9% |
| All | +3,137.4% | +868.1% | +2,269.3% | +1,765.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling