+1,909.4%
LSCC vs WYNN
+1.1%
+1,908.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | +3.3% | -4.2% | +7.5% | +5.0% |
| 30D | -7.4% | -14.6% | +7.3% | -1.8% |
| 3M | -16.2% | -18.4% | +2.2% | -9.9% |
| 6M | +31.9% | -11.9% | +43.8% | +37.7% |
| YTD | +62.8% | -26.6% | +89.3% | +81.1% |
| 1Y | +81.4% | -28.5% | +109.9% | +102.8% |
| 3Y | +33.1% | -5.1% | +38.2% | +33.5% |
| 5Y | +90.8% | -10.5% | +101.3% | +87.2% |
| All | +1,909.4% | +1.1% | +1,908.3% | +1,925.5% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling