+85.8%
LSCC vs LEN
-18.1%
+103.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.2% | +8.3% |
| 7D | +13.0% | +2.1% | +10.9% | +11.5% |
| 30D | -19.8% | +16.6% | -36.4% | -25.8% |
| 3M | -18.4% | +5.3% | -23.7% | -21.6% |
| 6M | -16.1% | -0.8% | -15.3% | -17.5% |
| YTD | +42.7% | -11.7% | +54.5% | +47.1% |
| 1Y | +68.0% | -24.6% | +92.6% | +85.6% |
| 3Y | +85.8% | -18.7% | +104.5% | +55.1% |
| All | +85.8% | -18.1% | +103.9% | +55.1% |
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