+55.2%
LSCC vs M
+28.8%
+26.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.9% | -2.7% | -6.5% |
| 7D | -4.8% | -2.1% | -2.7% | -3.9% |
| 30D | -27.1% | +7.7% | -34.8% | -29.3% |
| 3M | -23.6% | -4.4% | -19.2% | -22.4% |
| 6M | -19.8% | +27.5% | -47.3% | -30.0% |
| YTD | +33.2% | +12.8% | +20.5% | +20.4% |
| 1Y | +55.2% | +20.7% | +34.5% | +37.2% |
| All | +55.2% | +28.8% | +26.4% | +37.2% |
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