+19.5%
LSCC vs WST
-7.2%
+26.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.0% | -4.6% | -7.2% |
| 7D | -4.8% | -5.8% | +1.0% | -2.8% |
| 30D | -27.1% | +5.3% | -32.4% | -28.4% |
| 3M | -23.6% | +11.8% | -35.4% | -26.7% |
| 6M | -19.8% | +26.7% | -46.5% | -26.4% |
| YTD | +33.2% | +43.0% | -9.7% | +16.6% |
| 1Y | +55.2% | +38.9% | +16.4% | +37.1% |
| 3Y | +70.1% | +18.2% | +51.9% | +41.7% |
| 5Y | +19.5% | -1.5% | +21.0% | +11.6% |
| All | +19.5% | -7.2% | +26.8% | +11.6% |
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