+1,352.3%
LSCC vs WST
+446.4%
+906.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +5.0% | +1.4% | +3.7% | +4.7% |
| 30D | -11.7% | +12.7% | -24.5% | -15.7% |
| 3M | -13.3% | +17.2% | -30.5% | -18.7% |
| 6M | -12.5% | +26.7% | -39.2% | -20.7% |
| YTD | +51.2% | +50.3% | +0.9% | +27.4% |
| 1Y | +65.9% | +50.2% | +15.7% | +39.7% |
| 3Y | +95.3% | +21.7% | +73.6% | +59.2% |
| 5Y | +38.6% | +2.0% | +36.6% | +21.2% |
| 10Y | +1,352.3% | +451.1% | +901.3% | +559.4% |
| All | +1,352.3% | +446.4% | +906.0% | +559.4% |
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