+109.6%
LSCC vs S
+49.1%
+60.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +8.0% | +0.4% | +6.2% |
| 7D | +19.3% | +1.6% | +17.8% | +19.0% |
| 30D | -9.6% | -10.5% | +0.8% | -7.1% |
| 3M | -12.4% | +9.9% | -22.3% | -16.1% |
| 6M | -10.5% | +41.8% | -52.2% | -21.8% |
| YTD | +54.8% | +56.8% | -2.0% | +28.3% |
| 1Y | +79.4% | +39.0% | +40.4% | +54.4% |
| 3Y | +109.6% | +53.8% | +55.8% | +82.7% |
| All | +109.6% | +49.1% | +60.4% | +82.7% |
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