+82.0%
LSCC vs S
-71.4%
+153.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | +1.3% | -7.7% | +9.0% | +4.0% |
| 30D | -9.7% | -5.3% | -4.3% | -8.6% |
| 3M | -23.7% | +20.3% | -44.0% | -29.6% |
| 6M | +26.5% | +47.4% | -20.9% | +6.5% |
| YTD | +57.5% | +32.5% | +25.0% | +36.8% |
| 1Y | +75.7% | +9.5% | +66.2% | +62.3% |
| 3Y | +19.5% | +15.5% | +3.9% | +2.3% |
| All | +82.0% | -71.4% | +153.4% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling