+104.8%
LSCC vs WY
-23.6%
+128.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -6.2% |
| 7D | +7.0% | -0.8% | +7.8% | +7.3% |
| 30D | -2.3% | +10.1% | -12.4% | -7.6% |
| 3M | -12.5% | -15.4% | +2.9% | -5.2% |
| 6M | -10.6% | -8.3% | -2.3% | -9.3% |
| YTD | +52.7% | -9.8% | +62.5% | +55.3% |
| 1Y | +74.0% | -3.9% | +77.9% | +68.3% |
| 3Y | +104.8% | -23.3% | +128.1% | +127.8% |
| All | +104.8% | -23.6% | +128.4% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling