+1,969.6%
LSCC vs USFR
+27.5%
+1,942.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | +0.1% | +1.3% | +1.3% |
| 30D | -9.7% | +0.3% | -10.0% | -9.6% |
| 3M | -23.7% | +1.0% | -24.7% | -23.6% |
| 6M | +26.5% | +1.9% | +24.5% | +26.7% |
| YTD | +57.5% | +2.6% | +54.9% | +57.7% |
| 1Y | +75.7% | +4.0% | +71.7% | +76.0% |
| 3Y | +19.5% | +14.1% | +5.4% | +19.4% |
| 5Y | +83.8% | +20.4% | +63.4% | +82.5% |
| 10Y | +1,772.4% | +28.0% | +1,744.4% | +1,770.8% |
| All | +1,969.6% | +27.5% | +1,942.1% | +1,894.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling