+35.1%
LSCC vs USFR
+21.4%
+13.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.4% |
| 7D | +7.0% | +0.1% | +6.9% | +7.3% |
| 30D | -2.3% | +0.4% | -2.7% | -0.8% |
| 3M | -12.5% | +1.1% | -13.6% | -8.5% |
| 6M | -10.6% | +2.0% | -12.6% | -2.6% |
| YTD | +52.7% | +3.5% | +49.2% | +72.3% |
| 1Y | +74.0% | +4.1% | +69.9% | +98.2% |
| 3Y | +104.8% | +14.4% | +90.4% | +157.3% |
| All | +35.1% | +21.4% | +13.8% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling