+35.1%
LSCC vs WYNN
-6.8%
+42.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.5% | -7.9% | -6.9% |
| 7D | +7.0% | +2.3% | +4.6% | +5.4% |
| 30D | -2.3% | +15.4% | -17.7% | -10.4% |
| 3M | -12.5% | -16.7% | +4.2% | -3.6% |
| 6M | -10.6% | -11.1% | +0.6% | -6.0% |
| YTD | +52.7% | -28.8% | +81.5% | +81.7% |
| 1Y | +74.0% | -30.2% | +104.2% | +108.8% |
| 3Y | +104.8% | +3.8% | +101.0% | +88.1% |
| All | +35.1% | -6.8% | +42.0% | +23.9% |
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