+81.3%
LSCC vs FRSH
-72.1%
+153.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.7% | +9.9% |
| 7D | +14.5% | -8.9% | +23.4% | +17.4% |
| 30D | -0.1% | -13.2% | +13.2% | +3.4% |
| 3M | -2.7% | +0.9% | -3.6% | -4.6% |
| 6M | -4.8% | +40.3% | -45.1% | -17.5% |
| YTD | +66.9% | -1.4% | +68.2% | +58.6% |
| 1Y | +85.8% | +3.8% | +82.1% | +73.1% |
| 3Y | +115.6% | -30.8% | +146.3% | +123.6% |
| 5Y | +48.8% | -68.5% | +117.4% | +53.5% |
| All | +81.3% | -72.1% | +153.4% | +81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling