+1,527.5%
META vs LSCC
+2,355.5%
-828.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.5% |
| 7D | +6.7% | +1.3% | +5.4% | +6.4% |
| 30D | +4.8% | -9.7% | +14.4% | +7.0% |
| 3M | -1.6% | -23.7% | +22.1% | +3.2% |
| 6M | -7.5% | +26.5% | -34.0% | -14.8% |
| YTD | -6.4% | +57.5% | -63.9% | -19.0% |
| 1Y | -17.3% | +75.7% | -93.0% | -30.9% |
| 3Y | +109.9% | +19.5% | +90.5% | +81.0% |
| 5Y | +65.4% | +83.8% | -18.4% | +25.5% |
| 10Y | +391.8% | +1,772.4% | -1,380.6% | +162.8% |
| All | +1,527.5% | +2,355.5% | -828.0% | +742.8% |
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