+82.0%
LSCC vs JAAA
+25.6%
+56.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.8% |
| 7D | +1.3% | +0.2% | +1.1% | +0.8% |
| 30D | -9.7% | +0.5% | -10.2% | -11.0% |
| 3M | -23.7% | +1.3% | -25.0% | -26.3% |
| 6M | +26.5% | +2.7% | +23.8% | +18.0% |
| YTD | +57.5% | +3.2% | +54.3% | +45.4% |
| 1Y | +75.7% | +4.9% | +70.8% | +56.3% |
| 3Y | +19.5% | +19.0% | +0.5% | +3.6% |
| All | +82.0% | +25.6% | +56.4% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling