+11,454.8%
LSCC vs WSM
+40,190.9%
-28,736.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.2% | +10.1% | +10.3% |
| 7D | +14.5% | -3.0% | +17.4% | +15.6% |
| 30D | -0.1% | +10.1% | -10.1% | -3.0% |
| 3M | -2.7% | +4.9% | -7.6% | -4.3% |
| 6M | -4.8% | +49.8% | -54.6% | -15.6% |
| YTD | +66.9% | +48.7% | +18.1% | +48.2% |
| 1Y | +85.8% | +38.7% | +47.1% | +68.1% |
| 3Y | +115.6% | +269.5% | -153.9% | +46.7% |
| 5Y | +48.8% | +179.0% | -130.2% | +7.6% |
| 10Y | +1,490.3% | +1,162.3% | +328.0% | +612.1% |
| All | +11,454.8% | +40,190.9% | -28,736.1% | +2,250.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling