+82.0%
LSCC vs LEN
-10.8%
+92.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | +1.3% | -3.2% | +4.5% | +3.2% |
| 30D | -9.7% | -4.9% | -4.8% | -7.5% |
| 3M | -23.7% | -8.5% | -15.2% | -20.6% |
| 6M | +26.5% | -20.7% | +47.1% | +43.3% |
| YTD | +57.5% | -17.4% | +74.9% | +72.5% |
| 1Y | +75.7% | -38.2% | +113.9% | +127.0% |
| 3Y | +19.5% | -24.9% | +44.3% | +24.9% |
| All | +82.0% | -10.8% | +92.8% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling