+25.5%
LSCC vs M
-11.5%
+37.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -4.6% | +11.7% | +9.0% |
| 7D | +13.0% | -4.3% | +17.2% | +14.7% |
| 30D | -19.8% | +1.3% | -21.1% | -20.9% |
| 3M | -18.4% | -7.4% | -11.0% | -16.8% |
| 6M | -16.1% | +18.3% | -34.5% | -23.5% |
| YTD | +42.7% | +7.6% | +35.2% | +34.8% |
| 1Y | +68.0% | +17.4% | +50.6% | +52.5% |
| 3Y | +85.8% | +108.4% | -22.5% | +21.8% |
| All | +25.5% | -11.5% | +37.0% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling