+75.7%
LSCC vs S
+10.1%
+65.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.3% | -7.7% | +9.0% | +2.3% |
| 30D | -9.7% | -5.3% | -4.3% | -9.2% |
| 3M | -23.7% | +20.3% | -44.0% | -25.6% |
| 6M | +26.5% | +47.4% | -20.9% | +18.7% |
| YTD | +57.5% | +32.5% | +25.0% | +50.5% |
| 1Y | +75.7% | +9.5% | +66.2% | +78.9% |
| All | +75.7% | +10.1% | +65.5% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling