+68.0%
LSCC vs WU
-16.0%
+84.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.0% | +9.1% | +7.1% |
| 7D | +13.0% | +11.7% | +1.3% | +12.7% |
| 30D | -19.8% | +12.6% | -32.4% | -20.1% |
| 3M | -18.4% | -0.5% | -17.9% | -17.9% |
| 6M | -16.1% | -18.2% | +2.1% | -14.8% |
| YTD | +42.7% | -19.0% | +61.7% | +44.9% |
| 1Y | +68.0% | -16.7% | +84.7% | +69.2% |
| All | +68.0% | -16.0% | +84.1% | +69.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling