+485.4%
P vs LSCC
+3,015.6%
-2,530.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.6% |
| 7D | +6.5% | +1.3% | +5.2% | +5.9% |
| 30D | +18.8% | -9.7% | +28.5% | +23.5% |
| 3M | +26.7% | -23.7% | +50.5% | +40.5% |
| 6M | +62.2% | +26.5% | +35.7% | +45.7% |
| YTD | +48.5% | +57.5% | -9.0% | +22.1% |
| 1Y | +26.4% | +75.7% | -49.3% | -1.8% |
| 3Y | +159.4% | +19.5% | +140.0% | +117.9% |
| 5Y | +275.8% | +83.8% | +192.0% | +155.6% |
| 10Y | +732.0% | +1,772.4% | -1,040.4% | +203.1% |
| All | +485.4% | +3,015.6% | -2,530.2% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling