+1,563.7%
META vs LSCC
+2,172.2%
-608.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.2% | +1.2% |
| 7D | +2.9% | +3.0% | -0.1% | +1.9% |
| 30D | -15.1% | -19.3% | +4.2% | -11.2% |
| 3M | +7.2% | -22.3% | +29.5% | +12.5% |
| 6M | +3.4% | -14.6% | +18.0% | +4.2% |
| YTD | -4.3% | +45.8% | -50.1% | -16.4% |
| 1Y | +0.8% | +69.6% | -68.9% | -15.4% |
| 3Y | +102.2% | +86.1% | +16.1% | +55.8% |
| 5Y | +89.4% | +30.7% | +58.7% | +52.2% |
| 10Y | +426.7% | +1,283.9% | -857.1% | +189.9% |
| All | +1,563.7% | +2,172.2% | -608.5% | +770.0% |
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 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