+74.0%
LSCC vs LEN
-30.4%
+104.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +7.0% | -5.8% | +12.8% | +8.5% |
| 30D | -2.3% | +13.7% | -16.0% | -7.5% |
| 3M | -12.5% | -3.9% | -8.7% | -11.6% |
| 6M | -10.6% | -0.4% | -10.2% | -12.1% |
| YTD | +52.7% | -16.8% | +69.5% | +61.0% |
| 1Y | +74.0% | -29.5% | +103.5% | +94.7% |
| All | +74.0% | -30.4% | +104.4% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling