+74.0%
LSCC vs WAB
+42.5%
+31.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.6% | -4.5% |
| 7D | +7.0% | +5.1% | +1.9% | +1.0% |
| 30D | -2.3% | +4.0% | -6.3% | -5.8% |
| 3M | -12.5% | +0.1% | -12.6% | -12.0% |
| 6M | -10.6% | +12.8% | -23.4% | -21.8% |
| YTD | +52.7% | +40.1% | +12.6% | +2.4% |
| 1Y | +74.0% | +46.4% | +27.6% | +12.0% |
| All | +74.0% | +42.5% | +31.5% | +12.0% |
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