-83.4%
OPEN vs LSCC
+256.7%
-340.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.6% | -1.0% | -4.2% |
| 7D | -5.8% | -4.8% | -1.0% | -3.6% |
| 30D | -21.1% | -27.1% | +6.0% | -6.2% |
| 3M | -52.4% | -23.6% | -28.8% | -46.0% |
| 6M | -65.8% | -19.8% | -45.9% | -64.2% |
| YTD | -69.3% | +33.2% | -102.5% | -78.5% |
| 1Y | -75.2% | +55.2% | -130.5% | -84.4% |
| 3Y | -14.4% | +70.1% | -84.5% | -58.4% |
| 5Y | -92.0% | +19.5% | -111.5% | -95.1% |
| All | -83.4% | +256.7% | -340.2% | -94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling