+372.3%
SE vs LSCC
+1,818.1%
-1,445.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.6% |
| 7D | 0.0% | +5.0% | -5.0% | -2.0% |
| 30D | -19.4% | -11.7% | -7.6% | -16.4% |
| 3M | -33.1% | -13.3% | -19.8% | -31.1% |
| 6M | -11.4% | -12.5% | +1.1% | -12.7% |
| YTD | -39.8% | +51.2% | -91.0% | -54.0% |
| 1Y | -50.5% | +65.9% | -116.4% | -63.8% |
| 3Y | +68.9% | +95.3% | -26.5% | -1.1% |
| 5Y | -77.1% | +38.6% | -115.7% | -85.0% |
| All | +372.3% | +1,818.1% | -1,445.8% | +75.4% |
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