+1,351.6%
LSCC vs M
-7.1%
+1,358.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.9% |
| 7D | +7.0% | +7.0% | 0.0% | +5.2% |
| 30D | -2.3% | +8.9% | -11.2% | -4.8% |
| 3M | -12.5% | +4.5% | -17.0% | -14.0% |
| 6M | -10.6% | +36.2% | -46.8% | -18.2% |
| YTD | +52.7% | +15.1% | +37.6% | +45.4% |
| 1Y | +74.0% | +27.4% | +46.5% | +61.3% |
| 3Y | +104.8% | +160.1% | -55.4% | +56.0% |
| 5Y | +36.2% | -1.6% | +37.8% | +22.7% |
| All | +1,351.6% | -7.1% | +1,358.6% | +986.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling