+1,815.1%
LSCC vs FLR
+18.3%
+1,796.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.6% |
| 7D | +0.4% | -6.9% | +7.3% | +2.2% |
| 30D | -9.5% | +1.1% | -10.6% | -9.8% |
| 3M | -13.8% | +14.3% | -28.1% | -16.6% |
| 6M | +24.5% | +19.1% | +5.4% | +19.0% |
| YTD | +55.1% | +35.1% | +20.0% | +43.8% |
| 1Y | +72.5% | +29.5% | +43.0% | +61.4% |
| 3Y | +24.5% | +53.0% | -28.5% | +10.6% |
| 5Y | +81.8% | +238.9% | -157.1% | +39.2% |
| All | +1,815.1% | +18.3% | +1,796.8% | +1,551.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling