+213.9%
LSCC vs JAAA
+30.2%
+183.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.0% |
| 7D | +13.0% | +0.2% | +12.8% | +12.5% |
| 30D | -19.8% | +0.4% | -20.3% | -20.7% |
| 3M | -18.4% | +1.2% | -19.6% | -20.9% |
| 6M | -16.1% | +2.3% | -18.5% | -21.0% |
| YTD | +42.7% | +3.9% | +38.8% | +29.9% |
| 1Y | +68.0% | +4.8% | +63.2% | +50.0% |
| 3Y | +85.8% | +18.5% | +67.3% | +56.2% |
| 5Y | +28.0% | +27.5% | +0.6% | +5.7% |
| All | +213.9% | +30.2% | +183.7% | +145.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling