+9,784.2%
LSCC vs WSM
+38,956.5%
-29,172.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.6% |
| 7D | +13.0% | +0.5% | +12.4% | +12.7% |
| 30D | -19.8% | +6.0% | -25.8% | -21.4% |
| 3M | -18.4% | +3.2% | -21.6% | -19.4% |
| 6M | -16.1% | +37.1% | -53.2% | -23.8% |
| YTD | +42.7% | +44.2% | -1.5% | +27.8% |
| 1Y | +68.0% | +34.2% | +33.8% | +53.3% |
| 3Y | +85.8% | +249.3% | -163.4% | +28.5% |
| 5Y | +28.0% | +169.3% | -141.2% | -6.5% |
| 10Y | +1,255.1% | +1,241.2% | +13.9% | +497.3% |
| All | +9,784.2% | +38,956.5% | -29,172.2% | +1,927.4% |
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