-17.7%
LVS vs LSCC
+72.9%
-90.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | -1.5% | +1.3% | -2.8% | -1.6% |
| 30D | -3.2% | -9.7% | +6.4% | -2.7% |
| 3M | -12.0% | -23.7% | +11.7% | -10.7% |
| 6M | -19.9% | +26.5% | -46.4% | -25.0% |
| YTD | -30.6% | +57.5% | -88.2% | -37.1% |
| 1Y | -17.7% | +75.7% | -93.4% | -26.0% |
| All | -17.7% | +72.9% | -90.6% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 1y: compounded portfolio wealth divided by compounded LSCC 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…
1y analysis · Full analysis span regression · 6 months rolling