+1,435.5%
LSCC vs WY
+3.3%
+1,432.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | +21.2% | -5.4% | +26.6% | +24.9% |
| 30D | -1.9% | +7.9% | -9.8% | -7.3% |
| 3M | -8.1% | -16.6% | +8.5% | +0.1% |
| 6M | -5.2% | -11.2% | +5.9% | -2.0% |
| YTD | +61.5% | -11.3% | +72.9% | +66.3% |
| 1Y | +81.3% | -5.5% | +86.8% | +79.0% |
| 3Y | +108.7% | -25.4% | +134.1% | +136.9% |
| 5Y | +44.1% | -32.4% | +76.5% | +76.6% |
| All | +1,435.5% | +3.3% | +1,432.3% | +1,347.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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