+358.3%
SE vs LSCC
+1,949.1%
-1,590.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +1.9% |
| 7D | -1.5% | +21.2% | -22.7% | -9.0% |
| 30D | -22.3% | -1.9% | -20.4% | -23.0% |
| 3M | -41.8% | -8.1% | -33.8% | -41.6% |
| 6M | -22.4% | -5.2% | -17.1% | -26.0% |
| YTD | -41.6% | +61.5% | -103.1% | -56.7% |
| 1Y | -48.0% | +81.3% | -129.3% | -63.5% |
| 3Y | +63.9% | +108.7% | -44.8% | -6.8% |
| 5Y | -78.2% | +44.1% | -122.3% | -86.0% |
| All | +358.3% | +1,949.1% | -1,590.8% | +65.2% |
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