+281.3%
P vs LSCC
+82.7%
+198.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.5% |
| 7D | +6.5% | +1.3% | +5.2% | +5.8% |
| 30D | +18.8% | -9.7% | +28.5% | +24.1% |
| 3M | +26.7% | -23.7% | +50.5% | +42.2% |
| 6M | +62.2% | +26.5% | +35.7% | +43.3% |
| YTD | +48.5% | +57.5% | -9.0% | +18.5% |
| 1Y | +26.4% | +75.7% | -49.3% | -5.4% |
| 3Y | +159.4% | +19.5% | +140.0% | +113.0% |
| All | +281.3% | +82.7% | +198.5% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling