+73.5%
LSCC vs Z
-19.1%
+92.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -10.6% | +2.1% | -6.5% |
| 7D | -4.8% | -2.3% | -2.6% | -4.4% |
| 30D | -27.1% | +9.4% | -36.4% | -29.2% |
| 3M | -23.6% | -16.1% | -7.5% | -21.7% |
| 6M | -19.8% | -30.4% | +10.6% | -13.5% |
| YTD | +33.2% | -55.6% | +88.8% | +64.0% |
| 1Y | +55.2% | -58.5% | +113.8% | +95.6% |
| All | +73.5% | -19.1% | +92.5% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling