+75.7%
LSCC vs WYNN
-26.4%
+102.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.3% | -3.9% | +5.2% | +2.7% |
| 30D | -9.7% | -9.3% | -0.4% | -6.4% |
| 3M | -23.7% | -11.4% | -12.3% | -20.2% |
| 6M | +26.5% | -11.0% | +37.4% | +31.0% |
| YTD | +57.5% | -23.4% | +80.9% | +71.5% |
| 1Y | +75.7% | -24.8% | +100.5% | +92.2% |
| All | +75.7% | -26.4% | +102.1% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling