+19.5%
LSCC vs LTH
+155.3%
-135.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.8% | -9.4% | -8.9% |
| 7D | -4.8% | +5.3% | -10.1% | -6.7% |
| 30D | -27.1% | +18.3% | -45.4% | -31.7% |
| 3M | -23.6% | +5.4% | -29.0% | -25.5% |
| 6M | -19.8% | +62.5% | -82.4% | -34.6% |
| YTD | +33.2% | +79.6% | -46.4% | +3.6% |
| 1Y | +55.2% | +88.1% | -32.9% | +18.3% |
| 3Y | +70.1% | +272.5% | -202.4% | -7.1% |
| 5Y | +19.5% | +146.1% | -126.6% | -33.9% |
| All | +19.5% | +155.3% | -135.8% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling