+1,884.4%
LSCC vs URA
-53.7%
+1,938.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.3% | -3.3% | -5.9% |
| 7D | -4.8% | -13.3% | +8.4% | +2.7% |
| 30D | -27.1% | -25.9% | -1.2% | -14.7% |
| 3M | -23.6% | -27.8% | +4.2% | -9.8% |
| 6M | -19.8% | -42.8% | +23.0% | +6.9% |
| YTD | +33.2% | -27.5% | +60.7% | +55.8% |
| 1Y | +55.2% | -35.1% | +90.4% | +91.0% |
| 3Y | +70.1% | +31.1% | +39.0% | +40.8% |
| 5Y | +19.5% | +29.8% | -10.2% | -4.3% |
| 10Y | +1,164.9% | +265.1% | +899.8% | +453.9% |
| All | +1,884.4% | -53.7% | +1,938.1% | +1,973.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling