+32.6%
NET vs LSCC
+36.2%
-3.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.8% | -3.2% |
| 7D | -16.4% | +3.0% | -19.3% | -17.8% |
| 30D | -25.8% | -19.3% | -6.6% | -17.9% |
| 3M | -11.5% | -22.3% | +10.8% | -1.7% |
| 6M | +18.9% | -14.6% | +33.5% | +18.7% |
| YTD | +35.2% | +45.8% | -10.5% | -6.0% |
| 1Y | +14.5% | +69.6% | -55.2% | -28.1% |
| 3Y | +313.8% | +86.1% | +227.7% | +95.9% |
| 5Y | +32.6% | +30.7% | +1.8% | -27.5% |
| All | +32.6% | +36.2% | -3.7% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling