+116.6%
LSCC vs JAAA
+18.5%
+98.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +21.2% | +0.1% | +21.1% | +20.2% |
| 30D | -1.9% | +0.4% | -2.3% | -5.5% |
| 3M | -8.1% | +1.2% | -9.3% | -17.5% |
| 6M | -5.2% | +2.3% | -7.5% | -22.9% |
| YTD | +61.5% | +4.0% | +57.6% | +14.8% |
| 1Y | +81.3% | +4.8% | +76.5% | +20.4% |
| All | +116.6% | +18.5% | +98.2% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling