+1,379.1%
LSCC vs USFR
+28.5%
+1,350.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | 0.0% | +8.4% | +8.4% |
| 7D | +19.3% | +0.1% | +19.3% | +19.3% |
| 30D | -9.6% | +0.4% | -10.0% | -9.8% |
| 3M | -12.4% | +1.1% | -13.5% | -12.8% |
| 6M | -10.5% | +2.0% | -12.5% | -11.3% |
| YTD | +54.8% | +3.4% | +51.4% | +51.9% |
| 1Y | +79.4% | +4.1% | +75.3% | +75.1% |
| 3Y | +109.6% | +14.3% | +95.3% | +86.9% |
| 5Y | +40.4% | +21.3% | +19.1% | +14.4% |
| 10Y | +1,379.1% | +28.5% | +1,350.6% | +1,044.3% |
| All | +1,379.1% | +28.5% | +1,350.6% | +1,044.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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