+246.4%
LSCC vs JAAA
+29.3%
+217.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +1.8% |
| 7D | +1.3% | +0.2% | +1.1% | +0.9% |
| 30D | -9.7% | +0.5% | -10.2% | -10.9% |
| 3M | -23.7% | +1.3% | -25.0% | -26.2% |
| 6M | +26.5% | +2.7% | +23.8% | +18.4% |
| YTD | +57.5% | +3.2% | +54.3% | +45.9% |
| 1Y | +75.7% | +4.9% | +70.8% | +57.1% |
| 3Y | +19.5% | +19.0% | +0.5% | +2.3% |
| 5Y | +83.8% | +26.8% | +57.0% | +53.9% |
| All | +246.4% | +29.3% | +217.1% | +175.4% |
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