+85.5%
LSCC vs WETO
-99.9%
+185.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -5.4% |
| 7D | +7.0% | -39.7% | +46.7% | +7.4% |
| 30D | -2.3% | -26.7% | +24.4% | -2.2% |
| 3M | -12.5% | -83.1% | +70.6% | -13.6% |
| 6M | -10.6% | -98.8% | +88.2% | -8.1% |
| YTD | +52.7% | -99.3% | +152.0% | +56.6% |
| 1Y | +74.0% | -99.4% | +173.4% | +79.0% |
| All | +85.5% | -99.9% | +185.4% | +95.1% |
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