+68.0%
LSCC vs LEN
-25.4%
+93.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.2% | +7.8% |
| 7D | +13.0% | +2.1% | +10.9% | +11.9% |
| 30D | -19.8% | +16.6% | -36.4% | -24.1% |
| 3M | -18.4% | +5.3% | -23.7% | -20.1% |
| 6M | -16.1% | -0.8% | -15.3% | -16.0% |
| YTD | +42.7% | -11.7% | +54.5% | +48.4% |
| 1Y | +68.0% | -24.6% | +92.6% | +85.9% |
| All | +68.0% | -25.4% | +93.4% | +85.9% |
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