+21.2%
LSCC vs Z
-33.7%
+54.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +2.6% |
| 7D | +1.3% | -3.0% | +4.3% | +2.1% |
| 30D | -9.7% | -4.2% | -5.5% | -9.2% |
| 3M | -23.7% | -3.7% | -20.0% | -23.8% |
| 6M | +26.5% | -24.5% | +51.0% | +36.0% |
| YTD | +57.5% | -49.3% | +106.8% | +91.9% |
| 1Y | +75.7% | -58.7% | +134.4% | +130.4% |
| All | +21.2% | -33.7% | +54.9% | +10.9% |
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