+21.2%
LSCC vs REPL
-22.6%
+43.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.0% |
| 7D | +1.3% | -3.0% | +4.3% | +1.4% |
| 30D | -9.7% | +27.1% | -36.8% | -10.1% |
| 3M | -23.7% | +52.4% | -76.1% | -24.8% |
| 6M | +26.5% | +107.4% | -81.0% | +21.9% |
| YTD | +57.5% | +54.7% | +2.8% | +52.7% |
| 1Y | +75.7% | +158.9% | -83.2% | +66.3% |
| All | +21.2% | -22.6% | +43.8% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling