+1,669.3%
LSCC vs WYNN
+1,128.7%
+540.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.5% | -7.9% | -6.3% |
| 7D | +7.0% | +2.3% | +4.6% | +6.1% |
| 30D | -2.3% | +15.4% | -17.7% | -7.3% |
| 3M | -12.5% | -16.7% | +4.2% | -7.2% |
| 6M | -10.6% | -11.1% | +0.6% | -7.7% |
| YTD | +52.7% | -28.8% | +81.5% | +69.8% |
| 1Y | +74.0% | -30.2% | +104.2% | +94.5% |
| 3Y | +104.8% | +3.8% | +101.0% | +100.1% |
| 5Y | +36.2% | -6.2% | +42.4% | +34.7% |
| 10Y | +1,355.3% | +12.6% | +1,342.7% | +1,044.0% |
| All | +1,669.3% | +1,128.7% | +540.6% | +492.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling