+10,370.6%
LSCC vs LEN
+10,996.9%
-626.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -0.5% |
| 7D | +5.0% | +0.7% | +4.4% | +4.7% |
| 30D | -11.7% | +13.0% | -24.7% | -16.4% |
| 3M | -13.3% | +1.9% | -15.2% | -15.4% |
| 6M | -12.5% | -0.7% | -11.8% | -14.1% |
| YTD | +51.2% | -13.8% | +65.0% | +55.4% |
| 1Y | +65.9% | -28.1% | +94.0% | +81.0% |
| 3Y | +95.3% | -22.8% | +118.2% | +105.1% |
| 5Y | +38.6% | -7.4% | +46.0% | +37.2% |
| 10Y | +1,352.3% | +143.7% | +1,208.7% | +871.1% |
| All | +10,370.6% | +10,996.9% | -626.4% | +1,885.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling