+85.8%
LSCC vs RUN
-8.7%
+94.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +6.0% | +7.0% |
| 7D | +13.0% | +33.4% | -20.5% | +8.2% |
| 30D | -19.8% | +31.1% | -51.0% | -23.2% |
| 3M | -18.4% | +6.4% | -24.8% | -19.6% |
| 6M | -16.1% | -22.2% | +6.1% | -13.8% |
| YTD | +42.7% | -45.8% | +88.5% | +49.8% |
| 1Y | +68.0% | -51.1% | +119.1% | +77.7% |
| 3Y | +85.8% | -3.0% | +88.9% | +51.0% |
| All | +85.8% | -8.7% | +94.5% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling