+25.5%
LSCC vs WAB
+203.5%
-178.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.3% | +5.1% |
| 7D | +13.0% | +1.4% | +11.5% | +11.7% |
| 30D | -19.8% | +0.4% | -20.2% | -19.5% |
| 3M | -18.4% | -3.8% | -14.6% | -14.0% |
| 6M | -16.1% | +5.1% | -21.2% | -20.4% |
| YTD | +42.7% | +33.3% | +9.4% | +5.3% |
| 1Y | +68.0% | +39.8% | +28.2% | +17.8% |
| 3Y | +85.8% | +161.1% | -75.2% | -32.8% |
| All | +25.5% | +203.5% | -178.0% | -61.9% |
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 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