-3.8%
O vs LSCC
-19.6%
+15.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.6% | +9.1% | -0.2% |
| 7D | +4.5% | -4.8% | +9.3% | +4.2% |
| 30D | +10.2% | -27.1% | +37.3% | +7.8% |
| 3M | -3.8% | -23.6% | +19.8% | -5.4% |
| 6M | -3.8% | -19.8% | +16.0% | -9.4% |
| All | -3.8% | -19.6% | +15.7% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling