+85.8%
LSCC vs WAB
+157.8%
-71.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.3% | +5.0% |
| 7D | +13.0% | +1.4% | +11.5% | +11.7% |
| 30D | -19.8% | +0.4% | -20.2% | -19.4% |
| 3M | -18.4% | -3.8% | -14.6% | -13.9% |
| 6M | -16.1% | +5.1% | -21.2% | -20.6% |
| YTD | +42.7% | +33.3% | +9.4% | +3.6% |
| 1Y | +68.0% | +39.8% | +28.2% | +15.7% |
| 3Y | +85.8% | +161.1% | -75.2% | -37.6% |
| All | +85.8% | +157.8% | -71.9% | -37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling