+86.9%
LSCC vs S
-52.7%
+139.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.6% | +5.5% | +6.6% |
| 7D | +13.0% | -13.4% | +26.4% | +18.2% |
| 30D | -19.8% | -14.0% | -5.8% | -16.1% |
| 3M | -18.4% | +4.9% | -23.3% | -21.4% |
| 6M | -16.1% | +42.0% | -58.1% | -28.1% |
| YTD | +42.7% | +45.1% | -2.4% | +19.3% |
| 1Y | +68.0% | +33.1% | +34.9% | +43.6% |
| 3Y | +85.8% | +40.6% | +45.2% | +48.8% |
| 5Y | +28.0% | -67.5% | +95.5% | +39.4% |
| All | +86.9% | -52.7% | +139.6% | +98.0% |
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