+94.0%
LSCC vs WETO
-99.4%
+193.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +5.2% | -57.2% | +62.4% | +6.0% |
| 30D | -9.6% | -48.8% | +39.1% | -11.3% |
| 3M | -17.8% | -97.7% | +79.9% | -14.1% |
| 6M | +37.4% | -94.3% | +131.7% | +37.6% |
| YTD | +59.7% | -97.0% | +156.7% | +62.1% |
| 1Y | +76.2% | -98.9% | +175.1% | +82.3% |
| All | +94.0% | -99.4% | +193.4% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling