+10,808.2%
LSCC vs WY
+688.1%
+10,120.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | +1.3% | -1.7% | +3.0% | +2.2% |
| 30D | -9.7% | -10.1% | +0.4% | -4.8% |
| 3M | -23.7% | -5.1% | -18.6% | -22.7% |
| 6M | +26.5% | -4.8% | +31.3% | +28.0% |
| YTD | +57.5% | -0.2% | +57.8% | +54.9% |
| 1Y | +75.7% | -6.6% | +82.3% | +77.9% |
| 3Y | +19.5% | -22.7% | +42.2% | +33.5% |
| 5Y | +83.8% | -22.2% | +106.0% | +108.1% |
| 10Y | +1,772.4% | +7.3% | +1,765.1% | +1,564.6% |
| All | +10,808.2% | +688.1% | +10,120.1% | +3,598.8% |
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 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