+1,236.1%
LSCC vs WST
+441.1%
+795.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.9% | +5.3% | +6.4% |
| 7D | +13.0% | -3.1% | +16.1% | +14.5% |
| 30D | -19.8% | +9.1% | -28.9% | -22.5% |
| 3M | -18.4% | +14.7% | -33.1% | -22.9% |
| 6M | -16.1% | +28.0% | -44.1% | -24.3% |
| YTD | +42.7% | +45.6% | -2.9% | +21.7% |
| 1Y | +68.0% | +45.7% | +22.3% | +43.2% |
| 3Y | +85.8% | +21.1% | +64.8% | +50.9% |
| 5Y | +28.0% | +0.3% | +27.7% | +12.4% |
| All | +1,236.1% | +441.1% | +795.0% | +513.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling