+25.5%
LSCC vs WCC
+117.0%
-91.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +5.0% | +5.7% |
| 7D | +13.0% | -14.7% | +27.7% | +25.1% |
| 30D | -19.8% | -20.1% | +0.2% | -6.9% |
| 3M | -18.4% | -21.2% | +2.8% | -4.0% |
| 6M | -16.1% | -19.2% | +3.1% | -2.4% |
| YTD | +42.7% | +20.2% | +22.5% | +29.3% |
| 1Y | +68.0% | +14.5% | +53.5% | +56.8% |
| 3Y | +85.8% | +115.1% | -29.3% | +9.7% |
| All | +25.5% | +117.0% | -91.5% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling