+97.8%
LSCC vs WETO
-99.4%
+197.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.4% | +10.4% | +5.0% |
| 7D | +3.3% | -4.3% | +7.6% | +3.4% |
| 30D | -7.4% | -39.9% | +32.5% | -9.3% |
| 3M | -16.2% | -97.9% | +81.7% | -12.2% |
| 6M | +31.9% | -95.0% | +126.9% | +32.4% |
| YTD | +62.8% | -97.2% | +159.9% | +65.3% |
| 1Y | +81.4% | -98.9% | +180.3% | +87.6% |
| All | +97.8% | -99.4% | +197.2% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 10y: compounded portfolio wealth divided by compounded WETO 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…
10y analysis · Full analysis span regression · 6 months rolling