+85.8%
LSCC vs REPL
+147.5%
-61.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -6.4% | +16.8% | +10.4% |
| 7D | +14.5% | +5.3% | +9.2% | +14.4% |
| 30D | -0.1% | +66.6% | -66.7% | -0.6% |
| 3M | -2.7% | +59.6% | -62.2% | -3.1% |
| 6M | -4.8% | +482.4% | -487.2% | -5.1% |
| YTD | +66.9% | +124.1% | -57.2% | +63.8% |
| 1Y | +85.8% | +138.6% | -52.7% | +75.8% |
| All | +85.8% | +147.5% | -61.7% | +75.8% |
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