+74.0%
LSCC vs REPL
+144.6%
-70.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | +7.0% | +1.2% | +5.7% | +6.9% |
| 30D | -2.3% | +92.2% | -94.5% | -2.9% |
| 3M | -12.5% | +44.1% | -56.6% | -12.9% |
| 6M | -10.6% | +313.0% | -323.6% | -10.9% |
| YTD | +52.7% | +125.2% | -72.5% | +49.9% |
| 1Y | +74.0% | +143.8% | -69.8% | +65.8% |
| All | +74.0% | +144.6% | -70.6% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling