+73.5%
LSCC vs WAB
+153.1%
-79.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.6% | -3.0% | -2.2% |
| 7D | -4.8% | -2.5% | -2.3% | -1.5% |
| 30D | -27.1% | -4.4% | -22.7% | -22.7% |
| 3M | -23.6% | -5.9% | -17.7% | -17.4% |
| 6M | -19.8% | +5.9% | -25.8% | -24.9% |
| YTD | +33.2% | +30.9% | +2.3% | -1.3% |
| 1Y | +55.2% | +35.8% | +19.4% | +10.4% |
| All | +73.5% | +153.1% | -79.7% | -40.6% |
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