+715.1%
LSCC vs LII
+3,124.4%
-2,409.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.4% |
| 7D | +1.3% | -0.7% | +2.0% | +1.6% |
| 30D | -9.7% | -12.6% | +2.9% | -3.4% |
| 3M | -23.7% | -24.4% | +0.7% | -13.3% |
| 6M | +26.5% | -28.7% | +55.2% | +48.0% |
| YTD | +57.5% | -19.1% | +76.7% | +72.1% |
| 1Y | +75.7% | -29.7% | +105.4% | +105.5% |
| 3Y | +19.5% | +4.8% | +14.7% | +14.4% |
| 5Y | +83.8% | +24.6% | +59.2% | +60.2% |
| 10Y | +1,772.4% | +169.2% | +1,603.2% | +971.2% |
| All | +715.1% | +3,124.4% | -2,409.2% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling