+82.0%
LSCC vs WSM
+179.2%
-97.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +0.9% |
| 7D | +1.3% | -3.3% | +4.6% | +3.0% |
| 30D | -9.7% | -8.4% | -1.3% | -5.6% |
| 3M | -23.7% | +9.7% | -33.4% | -27.8% |
| 6M | +26.5% | +16.7% | +9.8% | +15.9% |
| YTD | +57.5% | +28.7% | +28.8% | +36.5% |
| 1Y | +75.7% | +13.7% | +62.0% | +61.3% |
| 3Y | +19.5% | +230.1% | -210.6% | -40.8% |
| All | +82.0% | +179.2% | -97.1% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling