+90.6%
LSCC vs WETO
-99.4%
+190.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.4% | -1.7% |
| 7D | +1.4% | -38.7% | +40.1% | +1.9% |
| 30D | -10.0% | -51.3% | +41.3% | -11.6% |
| 3M | -16.1% | -97.8% | +81.8% | -12.2% |
| 6M | +27.4% | -94.8% | +122.1% | +27.7% |
| YTD | +56.9% | -97.2% | +154.1% | +59.4% |
| 1Y | +74.6% | -98.9% | +173.5% | +80.7% |
| All | +90.6% | -99.4% | +190.0% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling