+109.6%
LSCC vs FRSH
-34.6%
+144.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.8% | +9.3% | +8.6% |
| 7D | +19.3% | -15.5% | +34.8% | +22.5% |
| 30D | -9.6% | -13.7% | +4.1% | -7.8% |
| 3M | -12.4% | +1.4% | -13.8% | -13.8% |
| 6M | -10.5% | +36.0% | -46.5% | -19.0% |
| YTD | +54.8% | -2.0% | +56.7% | +55.3% |
| 1Y | +79.4% | +7.3% | +72.1% | +72.6% |
| 3Y | +109.6% | -29.6% | +139.1% | +113.9% |
| All | +109.6% | -34.6% | +144.2% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 3y: compounded portfolio wealth divided by compounded FRSH 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…
3y analysis · Full analysis span regression · 6 months rolling