+90.1%
RF vs LSCC
+82.7%
+7.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | +1.3% | +1.3% | 0.0% | +1.0% |
| 30D | -3.6% | -9.7% | +6.1% | -1.7% |
| 3M | +8.1% | -23.7% | +31.8% | +12.7% |
| 6M | +11.5% | +26.5% | -15.0% | +2.5% |
| YTD | +15.6% | +57.5% | -41.9% | +0.3% |
| 1Y | +15.7% | +75.7% | -60.0% | -2.9% |
| 3Y | +86.9% | +19.5% | +67.4% | +61.7% |
| All | +90.1% | +82.7% | +7.4% | +37.5% |
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 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