+41.5%
LSCC vs KVYO
-55.5%
+97.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.7% |
| 7D | +3.3% | -12.1% | +15.4% | +5.5% |
| 30D | -7.4% | -5.2% | -2.2% | -7.2% |
| 3M | -16.2% | +14.5% | -30.7% | -20.6% |
| 6M | +31.9% | -17.6% | +49.5% | +28.8% |
| YTD | +62.8% | -49.6% | +112.4% | +83.1% |
| 1Y | +81.4% | -48.6% | +130.0% | +99.7% |
| All | +41.5% | -55.5% | +97.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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