+1,365.3%
LSCC vs REPL
+25.1%
+1,340.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.2% | -5.4% | -8.4% |
| 7D | -4.8% | +15.1% | -19.9% | -5.6% |
| 30D | -27.1% | +51.1% | -78.2% | -29.0% |
| 3M | -23.6% | +69.2% | -92.8% | -26.3% |
| 6M | -19.8% | +597.6% | -617.4% | -33.0% |
| YTD | +33.2% | +106.0% | -72.7% | +16.0% |
| 1Y | +55.2% | +133.3% | -78.1% | +33.7% |
| 3Y | +70.1% | +41.0% | +29.1% | +22.3% |
| 5Y | +19.5% | -40.1% | +59.7% | -6.2% |
| All | +1,365.3% | +25.1% | +1,340.2% | +883.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling