+240.4%
LSCC vs JAAA
+30.2%
+210.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +19.3% | +0.1% | +19.3% | +19.2% |
| 30D | -9.6% | +0.4% | -10.0% | -10.5% |
| 3M | -12.4% | +1.1% | -13.6% | -14.9% |
| 6M | -10.5% | +2.3% | -12.7% | -15.5% |
| YTD | +54.8% | +3.9% | +50.9% | +40.9% |
| 1Y | +79.4% | +4.8% | +74.6% | +60.3% |
| 3Y | +109.6% | +18.4% | +91.1% | +76.2% |
| 5Y | +40.4% | +27.4% | +13.0% | +15.9% |
| All | +240.4% | +30.2% | +210.2% | +165.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 10y: compounded portfolio wealth divided by compounded JAAA 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…
10y analysis · Full analysis span regression · 6 months rolling