+95.3%
LSCC vs URA
+41.9%
+53.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.5% | +3.4% | +4.5% |
| 7D | +5.0% | +0.3% | +4.7% | +5.1% |
| 30D | -11.7% | -14.8% | +3.0% | -3.0% |
| 3M | -13.3% | -25.3% | +12.0% | +2.1% |
| 6M | -12.5% | -39.9% | +27.4% | +15.2% |
| YTD | +51.2% | -22.4% | +73.6% | +72.1% |
| 1Y | +65.9% | -29.0% | +94.9% | +96.4% |
| 3Y | +95.3% | +41.0% | +54.4% | +56.3% |
| All | +95.3% | +41.9% | +53.5% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling