+14.9%
O vs LSCC
+82.7%
-67.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.8% | -0.9% |
| 7D | -0.7% | +1.3% | -2.1% | -0.8% |
| 30D | -1.9% | -9.7% | +7.8% | -1.5% |
| 3M | +3.8% | -23.7% | +27.6% | +4.9% |
| 6M | -4.7% | +26.5% | -31.2% | -6.9% |
| YTD | +12.5% | +57.5% | -45.0% | +8.2% |
| 1Y | +10.8% | +75.7% | -64.9% | +5.7% |
| 3Y | +28.8% | +19.5% | +9.3% | +25.8% |
| All | +14.9% | +82.7% | -67.8% | +2.3% |
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