+69.6%
LSCC vs M
+36.6%
+33.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.6% | -6.4% | -1.2% |
| 7D | +3.0% | +8.3% | -5.3% | +0.3% |
| 30D | -19.3% | +14.2% | -33.4% | -23.2% |
| 3M | -22.3% | -1.1% | -21.2% | -21.9% |
| 6M | -14.6% | +36.6% | -51.2% | -26.8% |
| YTD | +45.8% | +19.8% | +26.0% | +29.4% |
| 1Y | +69.6% | +37.2% | +32.4% | +46.3% |
| All | +69.6% | +36.6% | +33.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling