+21.2%
LSCC vs LEN
-24.6%
+45.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.5% |
| 7D | +1.3% | -3.2% | +4.5% | +2.8% |
| 30D | -9.7% | -4.9% | -4.8% | -8.0% |
| 3M | -23.7% | -8.5% | -15.2% | -21.2% |
| 6M | +26.5% | -20.7% | +47.1% | +39.0% |
| YTD | +57.5% | -17.4% | +74.9% | +69.0% |
| 1Y | +75.7% | -38.2% | +113.9% | +113.7% |
| All | +21.2% | -24.6% | +45.8% | +29.1% |
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