+76.2%
LSCC vs WSM
+14.1%
+62.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +5.2% | +2.6% | +2.6% | +3.9% |
| 30D | -9.6% | -9.5% | -0.1% | -5.3% |
| 3M | -17.8% | +12.9% | -30.7% | -23.4% |
| 6M | +37.4% | +23.0% | +14.4% | +21.5% |
| YTD | +59.7% | +28.9% | +30.8% | +36.8% |
| 1Y | +76.2% | +13.7% | +62.6% | +54.6% |
| All | +76.2% | +14.1% | +62.1% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling