+1,351.6%
LSCC vs Z
-16.5%
+1,368.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.5% | -8.9% | -6.5% |
| 7D | +7.0% | +0.8% | +6.1% | +6.7% |
| 30D | -2.3% | +5.2% | -7.5% | -5.0% |
| 3M | -12.5% | -17.0% | +4.5% | -9.6% |
| 6M | -10.6% | -22.7% | +12.1% | -6.9% |
| YTD | +52.7% | -56.3% | +109.0% | +86.1% |
| 1Y | +74.0% | -57.7% | +131.6% | +113.6% |
| 3Y | +104.8% | -16.5% | +121.3% | +94.9% |
| 5Y | +36.2% | -53.4% | +89.6% | +47.4% |
| All | +1,351.6% | -16.5% | +1,368.0% | +1,198.8% |
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