+365.7%
SE vs LSCC
+1,710.7%
-1,344.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.1% | -7.0% | -2.6% |
| 7D | +2.0% | +13.0% | -11.0% | -3.0% |
| 30D | -20.0% | -19.8% | -0.2% | -13.9% |
| 3M | -31.8% | -18.4% | -13.4% | -28.0% |
| 6M | -15.9% | -16.1% | +0.2% | -15.9% |
| YTD | -40.6% | +42.7% | -83.4% | -53.6% |
| 1Y | -50.7% | +68.0% | -118.7% | -64.2% |
| 3Y | +70.3% | +85.8% | -15.5% | +1.7% |
| 5Y | -78.8% | +28.0% | -106.9% | -85.7% |
| All | +365.7% | +1,710.7% | -1,344.9% | +77.0% |
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