+85.8%
LSCC vs LII
-8.7%
+94.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +8.3% |
| 7D | +13.0% | -0.6% | +13.6% | +13.2% |
| 30D | -19.8% | -4.6% | -15.2% | -18.7% |
| 3M | -18.4% | -21.2% | +2.8% | -6.3% |
| 6M | -16.1% | -36.4% | +20.3% | +9.0% |
| YTD | +42.7% | -28.9% | +71.7% | +67.7% |
| 1Y | +68.0% | -29.5% | +97.5% | +98.7% |
| 3Y | +85.8% | -8.6% | +94.4% | +66.7% |
| All | +85.8% | -8.7% | +94.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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