+1,352.3%
LSCC vs WAB
+288.7%
+1,063.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -3.5% |
| 7D | +5.0% | +4.0% | +1.0% | +2.6% |
| 30D | -11.7% | +6.3% | -18.1% | -14.6% |
| 3M | -13.3% | +3.3% | -16.6% | -14.4% |
| 6M | -12.5% | +14.5% | -27.0% | -19.3% |
| YTD | +51.2% | +42.7% | +8.5% | +22.6% |
| 1Y | +65.9% | +45.2% | +20.7% | +33.2% |
| 3Y | +95.3% | +173.8% | -78.4% | +12.0% |
| 5Y | +38.6% | +223.8% | -185.2% | -26.3% |
| 10Y | +1,352.3% | +280.5% | +1,071.9% | +527.7% |
| All | +1,352.3% | +288.7% | +1,063.6% | +527.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling