+72.9%
LSCC vs SNY
-4.6%
+77.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +0.4% | -3.6% | +4.1% | +1.0% |
| 30D | -9.5% | -1.9% | -7.6% | -9.4% |
| 3M | -13.8% | -2.0% | -11.8% | -13.9% |
| 6M | +24.5% | +2.5% | +21.9% | +21.7% |
| YTD | +55.1% | -7.0% | +62.1% | +58.5% |
| All | +72.9% | -4.6% | +77.5% | +74.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling