+1,469.8%
LSCC vs REPL
+35.1%
+1,434.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.0% | -0.9% | +6.7% |
| 7D | +13.0% | +22.8% | -9.8% | +11.6% |
| 30D | -19.8% | +63.8% | -83.6% | -22.3% |
| 3M | -18.4% | +68.1% | -86.5% | -21.2% |
| 6M | -16.1% | +528.5% | -544.6% | -29.3% |
| YTD | +42.7% | +122.4% | -79.7% | +23.7% |
| 1Y | +68.0% | +154.4% | -86.3% | +43.9% |
| 3Y | +85.8% | +68.0% | +17.9% | +30.9% |
| 5Y | +28.0% | -35.4% | +63.4% | +0.1% |
| All | +1,469.8% | +35.1% | +1,434.7% | +948.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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