+85.8%
LSCC vs WAB
+46.1%
+39.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.1% | +10.1% |
| 7D | +14.5% | +3.1% | +11.3% | +10.7% |
| 30D | -0.1% | +6.4% | -6.5% | -6.2% |
| 3M | -2.7% | +2.2% | -4.8% | -4.5% |
| 6M | -4.8% | +13.7% | -18.5% | -17.4% |
| YTD | +66.9% | +43.0% | +23.9% | +10.3% |
| 1Y | +85.8% | +47.0% | +38.9% | +20.9% |
| All | +85.8% | +46.1% | +39.8% | +20.9% |
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