+62.9%
ON vs LSCC
+82.7%
-19.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | -0.4% |
| 7D | +2.4% | +1.3% | +1.1% | +1.4% |
| 30D | -3.3% | -9.7% | +6.4% | +3.8% |
| 3M | -43.6% | -23.7% | -19.9% | -31.7% |
| 6M | +19.0% | +26.5% | -7.5% | 0.0% |
| YTD | +37.4% | +57.5% | -20.2% | -2.8% |
| 1Y | +54.8% | +75.7% | -20.9% | -0.1% |
| 3Y | -25.2% | +19.5% | -44.6% | -41.2% |
| All | +62.9% | +82.7% | -19.8% | -17.0% |
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