+71.1%
LSCC vs FRSH
-70.6%
+141.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.7% | +6.7% | +3.4% |
| 7D | +1.3% | -8.2% | +9.5% | +3.8% |
| 30D | -9.7% | +10.5% | -20.2% | -12.8% |
| 3M | -23.7% | +32.7% | -56.5% | -31.2% |
| 6M | +26.5% | +50.3% | -23.8% | +7.6% |
| YTD | +57.5% | +3.9% | +53.6% | +49.1% |
| 1Y | +75.7% | -2.2% | +77.8% | +69.8% |
| 3Y | +19.5% | -42.9% | +62.4% | +33.9% |
| All | +71.1% | -70.6% | +141.7% | +70.4% |
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