+35.1%
LSCC vs WPM
+210.4%
-175.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +7.0% | -3.6% | +10.5% | +8.5% |
| 30D | -2.3% | +1.4% | -3.7% | -2.8% |
| 3M | -12.5% | -0.2% | -12.3% | -13.0% |
| 6M | -10.6% | -7.3% | -3.3% | -9.4% |
| YTD | +52.7% | +12.3% | +40.3% | +44.3% |
| 1Y | +74.0% | +24.9% | +49.1% | +58.9% |
| 3Y | +104.8% | +210.4% | -105.6% | +28.7% |
| All | +35.1% | +210.4% | -175.2% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling