+68.0%
LSCC vs URA
-31.4%
+99.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.4% | +2.7% | +4.1% |
| 7D | +13.0% | -4.1% | +17.1% | +16.4% |
| 30D | -19.8% | -19.0% | -0.8% | -7.5% |
| 3M | -18.4% | -25.1% | +6.7% | -1.7% |
| 6M | -16.1% | -44.5% | +28.4% | +18.2% |
| YTD | +42.7% | -24.3% | +67.0% | +64.6% |
| 1Y | +68.0% | -28.1% | +96.1% | +98.8% |
| All | +68.0% | -31.4% | +99.4% | +98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling