+39.1%
O vs LSCC
+99.6%
-60.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | -0.8% |
| 7D | -0.4% | +7.0% | -7.4% | -0.3% |
| 30D | +7.1% | -2.3% | +9.4% | +7.2% |
| 3M | -5.2% | -12.5% | +7.3% | -5.2% |
| 6M | -1.8% | -10.6% | +8.8% | -2.0% |
| YTD | +9.1% | +52.7% | -43.6% | +7.8% |
| 1Y | +9.7% | +74.0% | -64.3% | +8.1% |
| 3Y | +39.1% | +104.8% | -65.7% | +30.4% |
| All | +39.1% | +99.6% | -60.5% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling