+686.6%
P vs LSCC
+1,244.7%
-558.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +0.3% |
| 7D | -23.8% | +13.0% | -36.8% | -27.8% |
| 30D | -36.6% | -19.8% | -16.8% | -29.9% |
| 3M | +10.9% | -18.4% | +29.3% | +21.1% |
| 6M | +30.0% | -16.1% | +46.1% | +39.3% |
| YTD | +44.4% | +42.7% | +1.7% | +21.0% |
| 1Y | +3.9% | +68.0% | -64.1% | -19.7% |
| 3Y | +176.6% | +85.8% | +90.7% | +91.0% |
| 5Y | +249.3% | +28.0% | +221.2% | +160.4% |
| All | +686.6% | +1,244.7% | -558.1% | +158.1% |
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 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