+118.5%
LSCC vs S
-48.3%
+166.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.5% | +8.9% | +9.9% |
| 7D | +14.5% | +1.2% | +13.2% | +14.3% |
| 30D | -0.1% | -7.3% | +7.3% | +2.2% |
| 3M | -2.7% | +5.9% | -8.5% | -6.3% |
| 6M | -4.8% | +45.6% | -50.4% | -18.8% |
| YTD | +66.9% | +58.5% | +8.3% | +35.6% |
| 1Y | +85.8% | +37.6% | +48.2% | +57.7% |
| 3Y | +115.6% | +51.7% | +63.9% | +68.7% |
| 5Y | +48.8% | -67.5% | +116.3% | +59.7% |
| All | +118.5% | -48.3% | +166.8% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling