+273.8%
RF vs LSCC
+1,155.2%
-881.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.6% | +6.5% | -0.1% |
| 7D | -1.6% | -4.8% | +3.2% | -0.9% |
| 30D | +5.0% | -27.1% | +32.1% | +12.2% |
| 3M | -10.0% | -23.6% | +13.6% | -5.4% |
| 6M | +3.3% | -19.8% | +23.1% | +4.9% |
| YTD | +7.9% | +33.2% | -25.3% | -5.4% |
| 1Y | +21.2% | +55.2% | -34.0% | +1.8% |
| 3Y | +105.8% | +70.1% | +35.7% | +57.5% |
| 5Y | +43.7% | +19.5% | +24.2% | +12.8% |
| All | +273.8% | +1,155.2% | -881.4% | +62.0% |
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 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