+65.9%
LSCC vs REPL
+175.2%
-109.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.6% | -6.9% | -2.4% |
| 7D | +5.0% | +12.7% | -7.7% | +4.9% |
| 30D | -11.7% | +73.5% | -85.2% | -12.2% |
| 3M | -13.3% | +70.3% | -83.6% | -13.8% |
| 6M | -12.5% | +472.0% | -484.5% | -12.8% |
| YTD | +51.2% | +139.5% | -88.3% | +47.2% |
| 1Y | +65.9% | +167.3% | -101.4% | +52.0% |
| All | +65.9% | +175.2% | -109.3% | +52.0% |
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