+1,351.6%
LSCC vs URA
+266.3%
+1,085.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.6% | -3.9% | -4.6% |
| 7D | +7.0% | -1.5% | +8.5% | +8.1% |
| 30D | -2.3% | -10.4% | +8.1% | +4.3% |
| 3M | -12.5% | -29.6% | +17.1% | +5.6% |
| 6M | -10.6% | -40.3% | +29.7% | +17.9% |
| YTD | +52.7% | -25.5% | +78.2% | +77.1% |
| 1Y | +74.0% | -26.4% | +100.4% | +102.5% |
| 3Y | +104.8% | +31.4% | +73.4% | +68.3% |
| 5Y | +36.2% | +28.6% | +7.7% | +7.7% |
| All | +1,351.6% | +266.3% | +1,085.3% | +551.9% |
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