+1,775.4%
LSCC vs USFR
+28.5%
+1,746.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +13.0% | +0.1% | +12.9% | +13.0% |
| 30D | -19.8% | +0.4% | -20.2% | -19.8% |
| 3M | -18.4% | +1.1% | -19.5% | -18.3% |
| 6M | -16.1% | +2.1% | -18.2% | -16.0% |
| YTD | +42.7% | +3.4% | +39.3% | +43.0% |
| 1Y | +68.0% | +4.1% | +63.9% | +68.4% |
| 3Y | +85.8% | +14.4% | +71.4% | +85.9% |
| 5Y | +28.0% | +21.3% | +6.7% | +27.2% |
| 10Y | +1,255.1% | +28.5% | +1,226.6% | +1,253.6% |
| All | +1,775.4% | +28.5% | +1,746.8% | +1,708.8% |
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