+9,784.2%
LSCC vs WY
+618.3%
+9,166.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.0% | +10.1% | +8.7% |
| 7D | +13.0% | +3.1% | +9.9% | +10.8% |
| 30D | -19.8% | +13.0% | -32.8% | -25.7% |
| 3M | -18.4% | -16.8% | -1.6% | -12.0% |
| 6M | -16.1% | -11.2% | -4.9% | -13.6% |
| YTD | +42.7% | -9.1% | +51.8% | +44.7% |
| 1Y | +68.0% | -4.8% | +72.8% | +65.8% |
| 3Y | +85.8% | -25.3% | +111.1% | +108.0% |
| 5Y | +28.0% | -33.2% | +61.2% | +54.3% |
| 10Y | +1,255.1% | +6.6% | +1,248.5% | +1,094.0% |
| All | +9,784.2% | +618.3% | +9,166.0% | +3,355.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling