+72.9%
LSCC vs WETO
-98.8%
+171.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.2% |
| 7D | +0.4% | -19.9% | +20.3% | +0.6% |
| 30D | -9.5% | -42.7% | +33.2% | -11.2% |
| 3M | -13.8% | -97.7% | +83.9% | -7.9% |
| 6M | +24.5% | -94.4% | +118.9% | +25.3% |
| YTD | +55.1% | -97.0% | +152.1% | +59.8% |
| All | +72.9% | -98.8% | +171.7% | +86.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling