+1,490.3%
LSCC vs Z
-14.8%
+1,505.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.7% | +8.7% | +9.9% |
| 7D | +14.5% | -13.1% | +27.5% | +19.2% |
| 30D | -0.1% | +5.9% | -5.9% | -3.0% |
| 3M | -2.7% | -13.7% | +11.0% | -0.8% |
| 6M | -4.8% | -27.1% | +22.3% | +1.0% |
| YTD | +66.9% | -56.8% | +123.7% | +104.1% |
| 1Y | +85.8% | -60.2% | +146.1% | +133.0% |
| 3Y | +115.6% | -19.7% | +135.3% | +107.8% |
| 5Y | +48.8% | -53.7% | +102.5% | +61.4% |
| 10Y | +1,490.3% | -16.9% | +1,507.2% | +1,328.5% |
| All | +1,490.3% | -14.8% | +1,505.0% | +1,328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling