-4.4%
ON vs LSCC
+81.4%
-85.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.7% | -4.2% |
| 7D | -11.7% | +13.0% | -24.6% | -18.7% |
| 30D | -23.3% | -19.8% | -3.4% | -12.4% |
| 3M | -19.2% | -18.4% | -0.8% | -9.0% |
| 6M | -40.1% | -16.1% | -24.0% | -33.4% |
| YTD | +16.9% | +42.7% | -25.8% | -8.7% |
| 1Y | +29.7% | +68.0% | -38.3% | -9.1% |
| 3Y | -4.4% | +85.8% | -90.3% | -44.3% |
| All | -4.4% | +81.4% | -85.8% | -44.3% |
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 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