+1,795.0%
LSCC vs WY
+5.5%
+1,789.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +2.2% |
| 7D | +5.2% | -2.1% | +7.3% | +6.5% |
| 30D | -9.6% | -10.5% | +0.8% | -3.9% |
| 3M | -17.8% | -4.9% | -12.9% | -16.7% |
| 6M | +37.4% | -4.9% | +42.3% | +39.2% |
| YTD | +59.7% | -1.7% | +61.3% | +57.6% |
| 1Y | +76.2% | -9.4% | +85.6% | +81.8% |
| 3Y | +28.2% | -22.3% | +50.5% | +44.5% |
| 5Y | +87.2% | -20.5% | +107.7% | +112.9% |
| 10Y | +1,795.0% | +4.9% | +1,790.1% | +1,654.3% |
| All | +1,795.0% | +5.5% | +1,789.5% | +1,654.3% |
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