+68.4%
LSCC vs WST
+49.3%
+19.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.3% | -2.3% |
| 7D | +5.0% | +1.4% | +3.6% | +4.5% |
| 30D | -11.7% | +12.8% | -24.5% | -15.8% |
| 3M | -13.3% | +17.2% | -30.5% | -18.9% |
| 6M | -12.5% | +26.7% | -39.3% | -21.1% |
| YTD | +51.2% | +50.4% | +0.8% | +23.4% |
| All | +68.4% | +49.3% | +19.1% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling