+1,234.1%
LSCC vs WAB
+4,092.2%
-2,858.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.7% |
| 7D | +1.3% | -3.2% | +4.5% | +2.9% |
| 30D | -9.7% | -4.4% | -5.2% | -7.7% |
| 3M | -23.7% | +7.9% | -31.6% | -26.4% |
| 6M | +26.5% | +8.7% | +17.8% | +22.4% |
| YTD | +57.5% | +33.0% | +24.5% | +39.3% |
| 1Y | +75.7% | +46.7% | +29.0% | +49.0% |
| 3Y | +19.5% | +153.0% | -133.5% | -18.8% |
| 5Y | +83.8% | +222.3% | -138.5% | +14.9% |
| 10Y | +1,772.4% | +291.0% | +1,481.4% | +895.3% |
| All | +1,234.1% | +4,092.2% | -2,858.1% | +210.2% |
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