+21.2%
LSCC vs WCC
+124.0%
-102.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.9% | -1.9% | -0.6% |
| 7D | +1.3% | +4.5% | -3.2% | -1.7% |
| 30D | -9.7% | -5.8% | -3.9% | -6.0% |
| 3M | -23.7% | -3.7% | -20.1% | -21.4% |
| 6M | +26.5% | +23.1% | +3.4% | +11.2% |
| YTD | +57.5% | +44.2% | +13.4% | +25.5% |
| 1Y | +75.7% | +62.1% | +13.6% | +29.8% |
| All | +21.2% | +124.0% | -102.8% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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