+107.3%
META vs LSCC
+20.0%
+87.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | +6.7% | +1.3% | +5.4% | +6.4% |
| 30D | +4.8% | -9.7% | +14.4% | +6.6% |
| 3M | -1.6% | -23.7% | +22.1% | +2.6% |
| 6M | -7.5% | +26.5% | -34.0% | -14.0% |
| YTD | -6.4% | +57.5% | -63.9% | -17.7% |
| 1Y | -17.3% | +75.7% | -93.0% | -29.5% |
| All | +107.3% | +20.0% | +87.3% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling