+86.7%
LSCC vs SNY
+9.4%
+77.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.1% | +4.8% | +4.9% |
| 7D | +3.3% | -3.3% | +6.7% | +4.2% |
| 30D | -7.4% | -2.2% | -5.2% | -7.0% |
| 3M | -16.2% | -3.0% | -13.1% | -15.9% |
| 6M | +31.9% | +2.7% | +29.2% | +30.0% |
| YTD | +62.8% | -6.8% | +69.6% | +65.0% |
| 1Y | +81.4% | -5.3% | +86.7% | +82.7% |
| 3Y | +33.1% | -9.8% | +42.9% | +35.6% |
| All | +86.7% | +9.4% | +77.3% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling