-17.3%
META vs LSCC
+72.9%
-90.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | +6.7% | +1.3% | +5.4% | +6.5% |
| 30D | +4.8% | -9.7% | +14.4% | +6.0% |
| 3M | -1.6% | -23.7% | +22.1% | +1.7% |
| 6M | -7.5% | +26.5% | -34.0% | -12.8% |
| YTD | -6.4% | +57.5% | -63.9% | -14.7% |
| 1Y | -17.3% | +75.7% | -93.0% | -24.4% |
| All | -17.3% | +72.9% | -90.2% | -24.4% |
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