+1,351.6%
LSCC vs WAB
+266.7%
+1,084.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -4.9% |
| 7D | +7.0% | +5.1% | +1.9% | +3.7% |
| 30D | -2.3% | +4.0% | -6.3% | -4.1% |
| 3M | -12.5% | +0.1% | -12.6% | -11.7% |
| 6M | -10.6% | +12.8% | -23.4% | -16.6% |
| YTD | +52.7% | +40.1% | +12.6% | +25.4% |
| 1Y | +74.0% | +46.4% | +27.6% | +39.2% |
| 3Y | +104.8% | +167.4% | -62.6% | +19.2% |
| 5Y | +36.2% | +215.0% | -178.8% | -26.3% |
| All | +1,351.6% | +266.7% | +1,084.9% | +531.8% |
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