+167.1%
P vs LSCC
+69.3%
+97.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -8.6% | -7.8% | -12.2% |
| 7D | -31.9% | -4.8% | -27.1% | -30.1% |
| 30D | -36.5% | -27.1% | -9.4% | -26.0% |
| 3M | +11.6% | -23.6% | +35.2% | +26.6% |
| 6M | +25.2% | -19.8% | +45.0% | +38.0% |
| YTD | +39.4% | +33.2% | +6.2% | +20.4% |
| 1Y | -3.7% | +55.2% | -58.9% | -23.4% |
| All | +167.1% | +69.3% | +97.8% | +78.5% |
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 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