+1,343.4%
LSCC vs SNY
+245.1%
+1,098.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.7% |
| 7D | +5.2% | -2.7% | +7.9% | +6.7% |
| 30D | -9.6% | -0.7% | -9.0% | -9.5% |
| 3M | -17.8% | -1.6% | -16.1% | -18.0% |
| 6M | +37.4% | +2.3% | +35.2% | +34.0% |
| YTD | +59.7% | -6.0% | +65.7% | +62.7% |
| 1Y | +76.2% | -2.7% | +78.9% | +75.5% |
| 3Y | +28.2% | -7.5% | +35.6% | +24.9% |
| 5Y | +87.2% | +6.7% | +80.5% | +63.2% |
| 10Y | +1,795.0% | +62.3% | +1,732.7% | +1,109.0% |
| All | +1,343.4% | +245.1% | +1,098.3% | +380.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SNY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling