+365.1%
SE vs LSCC
+1,590.2%
-1,225.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.6% | +2.9% | -2.4% |
| 7D | -1.2% | -4.8% | +3.6% | +0.3% |
| 30D | -21.7% | -27.1% | +5.4% | -12.4% |
| 3M | -34.2% | -23.6% | -10.6% | -28.7% |
| 6M | -10.5% | -19.8% | +9.3% | -8.8% |
| YTD | -40.7% | +33.2% | -73.9% | -52.4% |
| 1Y | -52.1% | +55.2% | -107.3% | -64.1% |
| 3Y | +68.9% | +70.1% | -1.2% | +4.7% |
| 5Y | -78.9% | +19.5% | -98.4% | -85.3% |
| All | +365.1% | +1,590.2% | -1,225.0% | +81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling