+425.4%
SN vs LSCC
+7.6%
+417.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | +1.2% |
| 7D | +3.8% | -4.8% | +8.7% | +4.7% |
| 30D | +17.5% | -27.1% | +44.6% | +26.5% |
| 3M | +19.2% | -23.6% | +42.8% | +25.9% |
| 6M | +84.9% | -19.8% | +104.8% | +87.6% |
| YTD | +94.0% | +33.2% | +60.8% | +66.8% |
| 1Y | +151.3% | +55.2% | +96.1% | +106.3% |
| 3Y | +387.1% | +70.1% | +316.9% | +269.7% |
| All | +425.4% | +7.6% | +417.7% | +239.8% |
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