+1,236.1%
LSCC vs RUN
+102.4%
+1,133.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +6.0% | +6.9% |
| 7D | +13.0% | +33.4% | -20.5% | +5.8% |
| 30D | -19.8% | +31.1% | -51.0% | -24.9% |
| 3M | -18.4% | +6.4% | -24.8% | -20.3% |
| 6M | -16.1% | -22.2% | +6.1% | -12.7% |
| YTD | +42.7% | -45.8% | +88.5% | +54.5% |
| 1Y | +68.0% | -51.1% | +119.1% | +84.3% |
| 3Y | +85.8% | -3.0% | +88.9% | +35.3% |
| 5Y | +28.0% | -82.2% | +110.3% | +28.5% |
| All | +1,236.1% | +102.4% | +1,133.7% | +644.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling