+86.7%
LSCC vs WYNN
-11.0%
+97.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.4% |
| 7D | +3.3% | -4.2% | +7.5% | +5.8% |
| 30D | -7.4% | -14.6% | +7.3% | +1.0% |
| 3M | -16.2% | -18.4% | +2.2% | -6.8% |
| 6M | +31.9% | -11.9% | +43.8% | +40.2% |
| YTD | +62.8% | -26.6% | +89.3% | +90.3% |
| 1Y | +81.4% | -28.5% | +109.9% | +113.1% |
| 3Y | +33.1% | -5.1% | +38.2% | +29.4% |
| All | +86.7% | -11.0% | +97.7% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling