+7.4%
ON vs LSCC
+104.5%
-97.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.4% | +0.7% | +3.6% |
| 7D | -1.4% | +19.3% | -20.8% | -12.3% |
| 30D | -10.9% | -9.6% | -1.2% | -5.7% |
| 3M | -14.9% | -12.4% | -2.4% | -8.4% |
| 6M | -33.0% | -10.5% | -22.6% | -28.6% |
| YTD | +27.6% | +54.8% | -27.2% | -5.4% |
| 1Y | +44.5% | +79.4% | -34.9% | -2.9% |
| 3Y | +7.4% | +109.6% | -102.2% | -41.8% |
| All | +7.4% | +104.5% | -97.1% | -41.8% |
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