+1,352.3%
LSCC vs WPM
+556.6%
+795.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.1% | +2.8% | -1.0% |
| 7D | +5.0% | +16.4% | -11.3% | +0.9% |
| 30D | -11.7% | -1.5% | -10.3% | -11.4% |
| 3M | -13.3% | +2.6% | -15.9% | -14.2% |
| 6M | -12.5% | -1.3% | -11.2% | -12.9% |
| YTD | +51.2% | +16.8% | +34.4% | +44.5% |
| 1Y | +65.9% | +34.1% | +31.8% | +53.8% |
| 3Y | +95.3% | +225.1% | -129.8% | +46.0% |
| 5Y | +38.6% | +234.5% | -195.9% | +1.1% |
| 10Y | +1,352.3% | +674.1% | +678.2% | +876.5% |
| All | +1,352.3% | +556.6% | +795.7% | +876.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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