+1,514.2%
RF vs LSCC
+10,808.2%
-9,294.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.4% |
| 7D | +1.3% | +1.3% | 0.0% | +1.1% |
| 30D | -3.6% | -9.7% | +6.1% | -2.0% |
| 3M | +8.1% | -23.7% | +31.8% | +12.0% |
| 6M | +11.5% | +26.5% | -15.0% | +4.6% |
| YTD | +15.6% | +57.5% | -41.9% | +3.7% |
| 1Y | +15.7% | +75.7% | -60.0% | +1.2% |
| 3Y | +86.9% | +19.5% | +67.4% | +68.0% |
| 5Y | +89.8% | +83.8% | +6.1% | +52.7% |
| 10Y | +344.7% | +1,772.4% | -1,427.7% | +130.4% |
| All | +1,514.2% | +10,808.2% | -9,294.0% | +458.9% |
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