+21.2%
LSCC vs WSM
+233.0%
-211.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.0% |
| 7D | +1.3% | -3.3% | +4.6% | +2.9% |
| 30D | -9.7% | -8.4% | -1.3% | -5.9% |
| 3M | -23.7% | +9.7% | -33.4% | -27.5% |
| 6M | +26.5% | +16.7% | +9.8% | +16.5% |
| YTD | +57.5% | +28.7% | +28.8% | +37.7% |
| 1Y | +75.7% | +13.7% | +62.0% | +62.1% |
| All | +21.2% | +233.0% | -211.8% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling