+85.8%
LSCC vs REPL
+48.4%
+37.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.0% | -0.9% | +7.0% |
| 7D | +13.0% | +22.8% | -9.8% | +12.5% |
| 30D | -19.8% | +63.8% | -83.6% | -20.6% |
| 3M | -18.4% | +68.1% | -86.5% | -19.3% |
| 6M | -16.1% | +528.5% | -544.6% | -20.0% |
| YTD | +42.7% | +122.4% | -79.7% | +37.3% |
| 1Y | +68.0% | +154.4% | -86.3% | +61.1% |
| 3Y | +85.8% | +68.0% | +17.9% | +70.2% |
| All | +85.8% | +48.4% | +37.5% | +70.2% |
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