-88.6%
OPEN vs LSCC
+332.5%
-421.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.2% | -6.3% | -7.6% |
| 7D | -31.0% | +21.2% | -52.2% | -39.8% |
| 30D | -41.5% | -1.9% | -39.6% | -43.2% |
| 3M | -64.6% | -8.1% | -56.6% | -64.7% |
| 6M | -73.8% | -5.2% | -68.5% | -75.5% |
| YTD | -78.8% | +61.5% | -140.3% | -87.1% |
| 1Y | -86.8% | +81.3% | -168.1% | -92.6% |
| 3Y | -40.6% | +108.7% | -149.3% | -75.1% |
| 5Y | -94.7% | +44.1% | -138.8% | -97.2% |
| All | -88.6% | +332.5% | -421.1% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling