-78.0%
SE vs LSCC
+33.9%
-112.0%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +3.3% |
| 7D | -0.5% | +7.0% | -7.5% | -3.8% |
| 30D | -20.9% | -2.3% | -18.6% | -21.6% |
| 3M | -38.9% | -12.5% | -26.4% | -37.5% |
| 6M | -19.4% | -10.6% | -8.8% | -22.0% |
| YTD | -40.9% | +52.7% | -93.6% | -57.0% |
| 1Y | -46.2% | +74.0% | -120.2% | -63.5% |
| 3Y | +63.7% | +104.8% | -41.1% | -18.8% |
| All | -78.0% | +33.9% | -112.0% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling