+21.2%
LSCC vs WU
-23.6%
+44.8%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.3% |
| 7D | +1.3% | -0.8% | +2.1% | +1.6% |
| 30D | -9.7% | -1.1% | -8.6% | -9.5% |
| 3M | -23.7% | -3.9% | -19.9% | -24.4% |
| 6M | +26.5% | -20.7% | +47.1% | +34.5% |
| YTD | +57.5% | -18.4% | +75.9% | +64.9% |
| 1Y | +75.7% | -8.1% | +83.7% | +72.8% |
| All | +21.2% | -23.6% | +44.8% | +29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling