+82.0%
LSCC vs WAB
+222.7%
-140.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.2% |
| 7D | +1.3% | -3.2% | +4.5% | +4.8% |
| 30D | -9.7% | -4.4% | -5.2% | -5.2% |
| 3M | -23.7% | +7.9% | -31.6% | -30.3% |
| 6M | +26.5% | +8.7% | +17.8% | +15.1% |
| YTD | +57.5% | +33.0% | +24.5% | +16.0% |
| 1Y | +75.7% | +46.7% | +29.0% | +16.7% |
| 3Y | +19.5% | +153.0% | -133.5% | -55.0% |
| All | +82.0% | +222.7% | -140.7% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling