+49.6%
O vs LSCC
+1,763.3%
-1,713.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -1.0% |
| 7D | -0.7% | +1.3% | -2.1% | -0.9% |
| 30D | -1.9% | -9.7% | +7.8% | -1.0% |
| 3M | +3.8% | -23.7% | +27.6% | +5.9% |
| 6M | -4.7% | +26.5% | -31.2% | -8.8% |
| YTD | +12.5% | +57.5% | -45.0% | +4.6% |
| 1Y | +10.8% | +75.7% | -64.9% | +1.3% |
| 3Y | +28.8% | +19.5% | +9.3% | +20.0% |
| 5Y | +13.2% | +83.8% | -70.6% | -6.3% |
| All | +49.6% | +1,763.3% | -1,713.8% | -13.5% |
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 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