+25.5%
LSCC vs WSM
+168.7%
-143.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +8.0% |
| 7D | +13.0% | +0.5% | +12.4% | +12.5% |
| 30D | -19.8% | +6.0% | -25.8% | -22.7% |
| 3M | -18.4% | +3.2% | -21.6% | -20.4% |
| 6M | -16.1% | +37.1% | -53.2% | -29.9% |
| YTD | +42.7% | +44.2% | -1.5% | +15.7% |
| 1Y | +68.0% | +34.2% | +33.8% | +41.0% |
| 3Y | +85.8% | +249.3% | -163.4% | -10.4% |
| All | +25.5% | +168.7% | -143.2% | -30.1% |
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 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