+40.9%
LVS vs LSCC
+1,799.1%
-1,758.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.1% | -7.6% | -2.7% |
| 7D | +11.1% | +13.0% | -1.9% | +6.3% |
| 30D | +14.7% | -19.8% | +34.5% | +21.5% |
| 3M | -10.9% | -18.4% | +7.5% | -7.1% |
| 6M | -22.3% | -16.1% | -6.2% | -22.4% |
| YTD | -35.8% | +42.7% | -78.5% | -47.5% |
| 1Y | -33.5% | +68.0% | -101.5% | -48.8% |
| 3Y | -11.7% | +85.8% | -97.6% | -40.0% |
| 5Y | +2.6% | +28.0% | -25.4% | -25.7% |
| 10Y | -11.9% | +1,255.1% | -1,266.9% | -76.1% |
| All | +40.9% | +1,799.1% | -1,758.2% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling