+95.3%
LSCC vs WST
+23.5%
+71.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +5.0% | +1.4% | +3.7% | +4.8% |
| 30D | -11.7% | +12.7% | -24.5% | -13.7% |
| 3M | -13.3% | +17.2% | -30.5% | -16.0% |
| 6M | -12.5% | +26.7% | -39.2% | -16.6% |
| YTD | +51.2% | +50.3% | +0.9% | +38.8% |
| 1Y | +65.9% | +50.2% | +15.7% | +52.2% |
| 3Y | +95.3% | +21.7% | +73.6% | +63.2% |
| All | +95.3% | +23.5% | +71.8% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling