+1,236.1%
LSCC vs M
-4.2%
+1,240.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.6% | +11.7% | +8.3% |
| 7D | +13.0% | -4.3% | +17.2% | +14.1% |
| 30D | -19.8% | +1.3% | -21.1% | -20.4% |
| 3M | -18.4% | -7.4% | -11.0% | -17.4% |
| 6M | -16.1% | +18.3% | -34.5% | -20.5% |
| YTD | +42.7% | +7.6% | +35.2% | +38.3% |
| 1Y | +68.0% | +17.4% | +50.6% | +59.0% |
| 3Y | +85.8% | +108.4% | -22.5% | +48.8% |
| 5Y | +28.0% | -10.6% | +38.7% | +17.8% |
| All | +1,236.1% | -4.2% | +1,240.3% | +932.1% |
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