+85.8%
LSCC vs WY
-25.3%
+111.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +8.4% |
| 7D | +13.0% | +3.1% | +9.9% | +11.0% |
| 30D | -19.8% | +13.0% | -32.8% | -25.3% |
| 3M | -18.4% | -16.8% | -1.6% | -10.5% |
| 6M | -16.1% | -11.2% | -4.9% | -12.8% |
| YTD | +42.7% | -9.1% | +51.8% | +44.6% |
| 1Y | +68.0% | -4.8% | +72.8% | +63.8% |
| 3Y | +85.8% | -25.3% | +111.1% | +111.0% |
| All | +85.8% | -25.3% | +111.1% | +111.0% |
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