+1,236.1%
LSCC vs Z
-14.9%
+1,251.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.6% | +7.8% |
| 7D | +13.0% | -4.6% | +17.5% | +14.2% |
| 30D | -19.8% | +8.3% | -28.1% | -22.9% |
| 3M | -18.4% | -11.6% | -6.8% | -17.5% |
| 6M | -16.1% | -33.6% | +17.5% | -8.6% |
| YTD | +42.7% | -56.7% | +99.4% | +74.3% |
| 1Y | +68.0% | -59.1% | +127.1% | +108.5% |
| 3Y | +85.8% | -20.4% | +106.2% | +79.5% |
| 5Y | +28.0% | -55.3% | +83.3% | +39.9% |
| All | +1,236.1% | -14.9% | +1,251.1% | +1,092.5% |
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