+82.0%
LSCC vs RUN
-80.5%
+162.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | +1.3% | +1.3% | +0.1% | +1.0% |
| 30D | -9.7% | -15.3% | +5.6% | -7.1% |
| 3M | -23.7% | -40.0% | +16.3% | -16.1% |
| 6M | +26.5% | -27.0% | +53.4% | +33.5% |
| YTD | +57.5% | -51.7% | +109.2% | +74.3% |
| 1Y | +75.7% | -45.9% | +121.6% | +87.6% |
| 3Y | +19.5% | -43.8% | +63.2% | +0.6% |
| All | +82.0% | -80.5% | +162.5% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling