+1,236.1%
LSCC vs WU
-36.0%
+1,272.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +7.9% |
| 7D | +13.0% | +11.7% | +1.3% | +7.8% |
| 30D | -19.8% | +12.6% | -32.4% | -24.1% |
| 3M | -18.4% | -0.5% | -17.9% | -19.3% |
| 6M | -16.1% | -18.2% | +2.1% | -11.5% |
| YTD | +42.7% | -19.0% | +61.7% | +50.1% |
| 1Y | +68.0% | -16.7% | +84.7% | +74.0% |
| 3Y | +85.8% | -21.0% | +106.9% | +93.7% |
| 5Y | +28.0% | -41.7% | +69.7% | +49.4% |
| All | +1,236.1% | -36.0% | +1,272.2% | +1,345.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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