+21.2%
LSCC vs WY
-22.5%
+43.7%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.5% |
| 7D | +1.3% | -1.7% | +3.0% | +2.3% |
| 30D | -9.7% | -10.1% | +0.4% | -4.3% |
| 3M | -23.7% | -5.1% | -18.6% | -22.6% |
| 6M | +26.5% | -4.8% | +31.3% | +27.9% |
| YTD | +57.5% | -0.2% | +57.8% | +53.1% |
| 1Y | +75.7% | -6.6% | +82.3% | +78.6% |
| All | +21.2% | -22.5% | +43.7% | +34.8% |
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