+176.6%
P vs LSCC
+81.4%
+95.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +0.1% |
| 7D | -23.8% | +13.0% | -36.8% | -28.1% |
| 30D | -36.6% | -19.8% | -16.8% | -29.5% |
| 3M | +10.9% | -18.4% | +29.3% | +21.7% |
| 6M | +30.0% | -16.1% | +46.1% | +40.0% |
| YTD | +44.4% | +42.7% | +1.7% | +20.4% |
| 1Y | +3.9% | +68.0% | -64.1% | -20.5% |
| 3Y | +176.6% | +85.8% | +90.7% | +78.6% |
| All | +176.6% | +81.4% | +95.2% | +78.6% |
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