+95.3%
LSCC vs LEN
-21.7%
+117.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -0.3% |
| 7D | +5.0% | +0.7% | +4.4% | +4.6% |
| 30D | -11.7% | +13.0% | -24.7% | -17.2% |
| 3M | -13.3% | +1.9% | -15.2% | -15.5% |
| 6M | -12.5% | -0.7% | -11.8% | -14.2% |
| YTD | +51.2% | -13.8% | +65.0% | +57.2% |
| 1Y | +65.9% | -28.1% | +94.0% | +87.0% |
| 3Y | +95.3% | -22.8% | +118.2% | +77.9% |
| All | +95.3% | -21.7% | +117.0% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling