+200.4%
SE vs LSCC
+20.0%
+180.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.3% |
| 7D | -6.1% | +1.3% | -7.4% | -6.3% |
| 30D | -2.5% | -9.7% | +7.2% | -0.8% |
| 3M | +21.7% | -23.7% | +45.4% | +26.7% |
| 6M | +27.0% | +26.5% | +0.5% | +16.4% |
| YTD | -12.1% | +57.5% | -69.7% | -23.5% |
| 1Y | -40.9% | +75.7% | -116.6% | -50.1% |
| All | +200.4% | +20.0% | +180.4% | +237.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling