+69.8%
LSCC vs WAB
+45.2%
+24.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.1% | +3.3% | +2.3% |
| 7D | +19.3% | +4.0% | +15.4% | +14.6% |
| 30D | -9.6% | +4.5% | -14.1% | -13.3% |
| 3M | -12.4% | +2.3% | -14.7% | -13.9% |
| 6M | -10.5% | +12.5% | -22.9% | -21.4% |
| YTD | +54.8% | +40.2% | +14.6% | +4.7% |
| All | +69.8% | +45.2% | +24.6% | +13.6% |
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