+1,108.9%
LSCC vs WAB
+4,103.0%
-2,994.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.8% | +5.3% | +6.3% |
| 7D | +13.0% | +1.4% | +11.5% | +12.5% |
| 30D | -19.8% | +0.4% | -20.2% | -19.6% |
| 3M | -18.4% | -3.8% | -14.6% | -16.4% |
| 6M | -16.1% | +5.1% | -21.2% | -17.5% |
| YTD | +42.7% | +33.3% | +9.4% | +26.9% |
| 1Y | +68.0% | +39.8% | +28.2% | +46.3% |
| 3Y | +85.8% | +161.1% | -75.2% | +25.5% |
| 5Y | +28.0% | +209.5% | -181.4% | -18.1% |
| 10Y | +1,255.1% | +293.8% | +961.3% | +622.8% |
| All | +1,108.9% | +4,103.0% | -2,994.2% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling