+40.4%
LSCC vs Z
-55.0%
+95.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +3.8% | +4.7% | +7.2% |
| 7D | +19.3% | -5.2% | +24.5% | +21.2% |
| 30D | -9.6% | +5.7% | -15.4% | -12.8% |
| 3M | -12.4% | -8.7% | -3.7% | -12.2% |
| 6M | -10.5% | -26.0% | +15.5% | -4.0% |
| YTD | +54.8% | -55.0% | +109.8% | +98.4% |
| 1Y | +79.4% | -58.0% | +137.4% | +136.0% |
| 3Y | +109.6% | -15.2% | +124.8% | +83.5% |
| 5Y | +40.4% | -53.8% | +94.2% | +44.8% |
| All | +40.4% | -55.0% | +95.4% | +44.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling