+1,886.6%
LSCC vs USFR
+28.6%
+1,858.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.4% | -2.3% |
| 7D | +5.0% | +0.1% | +5.0% | +5.0% |
| 30D | -11.7% | +0.4% | -12.1% | -11.7% |
| 3M | -13.3% | +1.1% | -14.4% | -13.2% |
| 6M | -12.5% | +2.1% | -14.6% | -12.4% |
| YTD | +51.2% | +3.4% | +47.7% | +51.5% |
| 1Y | +65.9% | +4.1% | +61.8% | +66.3% |
| 3Y | +95.3% | +14.4% | +80.9% | +95.4% |
| 5Y | +38.6% | +21.4% | +17.2% | +37.8% |
| 10Y | +1,352.3% | +28.5% | +1,323.8% | +1,350.7% |
| All | +1,886.6% | +28.6% | +1,858.0% | +1,816.1% |
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