+73.5%
LSCC vs S
+32.3%
+41.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -8.8% | +0.2% | -6.2% |
| 7D | -4.8% | -16.7% | +11.9% | 0.0% |
| 30D | -27.1% | -17.0% | -10.1% | -23.5% |
| 3M | -23.6% | +2.0% | -25.6% | -25.3% |
| 6M | -19.8% | +35.1% | -54.9% | -29.3% |
| YTD | +33.2% | +42.8% | -9.6% | +13.3% |
| 1Y | +55.2% | +27.7% | +27.5% | +36.6% |
| All | +73.5% | +32.3% | +41.2% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling