+82.0%
LSCC vs WST
-25.7%
+107.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.8% | +2.8% | +2.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | -9.7% | -3.1% | -6.5% | -8.7% |
| 3M | -23.7% | +7.2% | -30.9% | -25.6% |
| 6M | +26.5% | +36.8% | -10.3% | +13.0% |
| YTD | +57.5% | +23.8% | +33.7% | +45.2% |
| 1Y | +75.7% | +37.8% | +37.9% | +55.2% |
| 3Y | +19.5% | -15.9% | +35.4% | +18.4% |
| All | +82.0% | -25.7% | +107.7% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling