+68.3%
O vs LSCC
+1,244.7%
-1,176.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.1% | -7.9% | -1.5% |
| 7D | +3.7% | +13.0% | -9.3% | +2.3% |
| 30D | +11.2% | -19.8% | +31.0% | +13.2% |
| 3M | -4.0% | -18.4% | +14.4% | -2.6% |
| 6M | -5.2% | -16.1% | +10.9% | -5.2% |
| YTD | +9.5% | +42.7% | -33.3% | +2.1% |
| 1Y | +10.6% | +68.0% | -57.4% | +1.0% |
| 3Y | +38.1% | +85.8% | -47.7% | +18.9% |
| 5Y | +10.2% | +28.0% | -17.8% | -3.8% |
| All | +68.3% | +1,244.7% | -1,176.4% | +0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling