+6.6%
ON vs LSCC
+99.6%
-93.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -5.5% | +1.8% | -0.1% |
| 7D | +12.2% | +7.0% | +5.3% | +7.2% |
| 30D | -3.1% | -2.3% | -0.8% | -3.0% |
| 3M | -12.9% | -12.5% | -0.4% | -6.5% |
| 6M | -38.6% | -10.6% | -28.0% | -34.6% |
| YTD | +31.2% | +52.7% | -21.5% | -2.2% |
| 1Y | +47.6% | +74.0% | -26.3% | +1.0% |
| 3Y | +6.6% | +104.8% | -98.2% | -41.7% |
| All | +6.6% | +99.6% | -93.0% | -41.7% |
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