+379.5%
SE vs LSCC
+1,863.6%
-1,484.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.4% | -5.5% | -0.3% |
| 7D | +3.3% | +19.3% | -16.0% | -3.9% |
| 30D | -18.2% | -9.6% | -8.5% | -15.9% |
| 3M | -31.3% | -12.4% | -18.9% | -29.5% |
| 6M | -10.1% | -10.5% | +0.3% | -12.2% |
| YTD | -38.9% | +54.8% | -93.7% | -53.7% |
| 1Y | -48.0% | +79.4% | -127.4% | -63.2% |
| 3Y | +78.8% | +109.6% | -30.8% | +1.4% |
| 5Y | -77.1% | +40.4% | -117.5% | -85.1% |
| All | +379.5% | +1,863.6% | -1,484.2% | +76.5% |
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 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