+26.8%
LSCC vs WYNN
-4.3%
+31.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | +0.1% |
| 7D | +0.4% | -3.4% | +3.9% | +2.7% |
| 30D | -9.5% | -15.4% | +5.9% | +0.3% |
| 3M | -13.8% | -15.8% | +2.0% | -4.6% |
| 6M | +24.5% | -13.5% | +38.0% | +34.7% |
| YTD | +55.1% | -26.0% | +81.1% | +84.4% |
| 1Y | +72.5% | -27.4% | +99.9% | +104.3% |
| All | +26.8% | -4.3% | +31.1% | +13.7% |
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