+1,352.3%
LSCC vs URA
+289.1%
+1,063.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +4.6% |
| 7D | +5.0% | +0.3% | +4.7% | +5.1% |
| 30D | -11.7% | -14.8% | +3.0% | -3.5% |
| 3M | -13.3% | -25.3% | +12.0% | +1.2% |
| 6M | -12.5% | -39.9% | +27.4% | +14.5% |
| YTD | +51.2% | -22.4% | +73.6% | +71.4% |
| 1Y | +65.9% | -29.0% | +94.9% | +95.8% |
| 3Y | +95.3% | +41.0% | +54.4% | +54.4% |
| 5Y | +38.6% | +38.3% | +0.3% | +5.5% |
| 10Y | +1,352.3% | +276.1% | +1,076.3% | +541.7% |
| All | +1,352.3% | +289.1% | +1,063.3% | +541.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling