+85.8%
LSCC vs USFR
+14.4%
+71.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.4% |
| 7D | +13.0% | +0.1% | +12.9% | +14.4% |
| 30D | -19.8% | +0.4% | -20.2% | -15.5% |
| 3M | -18.4% | +1.1% | -19.5% | -5.5% |
| 6M | -16.1% | +2.1% | -18.2% | +11.6% |
| YTD | +42.7% | +3.4% | +39.3% | +114.7% |
| 1Y | +68.0% | +4.1% | +63.9% | +164.0% |
| 3Y | +85.8% | +14.4% | +71.4% | +591.2% |
| All | +85.8% | +14.4% | +71.4% | +591.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling