+10.2%
ORCL vs LSCC
+81.4%
-71.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.1% | -6.3% | -1.1% |
| 7D | -11.2% | +13.0% | -24.1% | -14.1% |
| 30D | -18.8% | -19.8% | +1.0% | -14.2% |
| 3M | -18.8% | -18.4% | -0.4% | -14.8% |
| 6M | -39.7% | -16.1% | -23.6% | -37.8% |
| YTD | -39.6% | +42.7% | -82.4% | -46.7% |
| 1Y | -51.7% | +68.0% | -119.7% | -59.2% |
| 3Y | +10.2% | +85.8% | -75.6% | -12.2% |
| All | +10.2% | +81.4% | -71.1% | -12.2% |
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