+109.6%
LSCC vs LTH
+240.3%
-130.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.5% | +8.9% | +8.6% |
| 7D | +19.3% | +7.0% | +12.3% | +17.1% |
| 30D | -9.6% | +15.4% | -25.1% | -13.4% |
| 3M | -12.4% | +7.0% | -19.4% | -14.3% |
| 6M | -10.5% | +46.9% | -57.3% | -21.3% |
| YTD | +54.8% | +76.4% | -21.6% | +27.5% |
| 1Y | +79.4% | +83.7% | -4.4% | +45.6% |
| 3Y | +109.6% | +248.9% | -139.3% | +36.0% |
| All | +109.6% | +240.3% | -130.7% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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