+65.9%
LSCC vs WAB
+47.8%
+18.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -4.4% |
| 7D | +5.0% | +4.0% | +1.0% | +0.5% |
| 30D | -11.7% | +6.3% | -18.1% | -17.1% |
| 3M | -13.3% | +3.3% | -16.6% | -15.9% |
| 6M | -12.5% | +14.5% | -27.0% | -24.9% |
| YTD | +51.2% | +42.7% | +8.5% | 0.0% |
| 1Y | +65.9% | +45.2% | +20.7% | +8.6% |
| All | +65.9% | +47.8% | +18.1% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling