+81.3%
LSCC vs LEN
-31.8%
+113.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -2.4% |
| 7D | +21.2% | -8.7% | +30.0% | +23.8% |
| 30D | -1.9% | +11.6% | -13.5% | -6.3% |
| 3M | -8.1% | -1.3% | -6.8% | -8.3% |
| 6M | -5.2% | -1.4% | -3.8% | -6.3% |
| YTD | +61.5% | -16.9% | +78.4% | +70.3% |
| 1Y | +81.3% | -31.2% | +112.4% | +105.0% |
| All | +81.3% | -31.8% | +113.1% | +105.0% |
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