+72.9%
LSCC vs WYNN
-27.7%
+100.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | +0.4% | -3.4% | +3.9% | +1.8% |
| 30D | -9.5% | -15.4% | +5.9% | -3.7% |
| 3M | -13.8% | -15.8% | +2.0% | -7.9% |
| 6M | +24.5% | -13.5% | +38.0% | +30.3% |
| YTD | +55.1% | -26.0% | +81.1% | +71.2% |
| All | +72.9% | -27.7% | +100.6% | +92.8% |
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