+73.5%
LSCC vs M
+110.5%
-37.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.9% | -2.7% | -6.3% |
| 7D | -4.8% | -2.1% | -2.7% | -4.0% |
| 30D | -27.1% | +7.7% | -34.8% | -29.6% |
| 3M | -23.6% | -4.4% | -19.2% | -22.9% |
| 6M | -19.8% | +27.5% | -47.3% | -28.7% |
| YTD | +33.2% | +12.8% | +20.5% | +23.8% |
| 1Y | +55.2% | +20.7% | +34.5% | +39.9% |
| All | +73.5% | +110.5% | -37.0% | +14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling