+123.8%
LSCC vs WPM
+224.4%
-100.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.1% | +10.6% |
| 7D | +14.5% | +3.1% | +11.4% | +13.4% |
| 30D | -0.1% | -1.8% | +1.8% | +0.5% |
| 3M | -2.7% | +1.0% | -3.7% | -3.5% |
| 6M | -4.8% | -5.4% | +0.6% | -4.6% |
| YTD | +66.9% | +15.9% | +51.0% | +58.2% |
| 1Y | +85.8% | +30.8% | +55.0% | +71.3% |
| All | +123.8% | +224.4% | -100.6% | +63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling