+104.8%
LSCC vs WYNN
+2.9%
+101.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.5% | -7.9% | -7.0% |
| 7D | +7.0% | +2.3% | +4.6% | +5.3% |
| 30D | -2.3% | +15.4% | -17.7% | -10.9% |
| 3M | -12.5% | -16.7% | +4.2% | -2.6% |
| 6M | -10.6% | -11.1% | +0.6% | -5.5% |
| YTD | +52.7% | -28.8% | +81.5% | +85.3% |
| 1Y | +74.0% | -30.2% | +104.2% | +113.0% |
| 3Y | +104.8% | +3.8% | +101.0% | +66.8% |
| All | +104.8% | +2.9% | +101.9% | +66.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling