+401.0%
SN vs LSCC
+20.0%
+381.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.6% |
| 7D | -9.3% | +1.3% | -10.6% | -9.6% |
| 30D | -4.8% | -9.7% | +4.9% | -2.0% |
| 3M | +40.4% | -23.7% | +64.1% | +49.4% |
| 6M | +50.9% | +26.5% | +24.5% | +34.7% |
| YTD | +54.9% | +57.5% | -2.6% | +27.9% |
| 1Y | +43.0% | +75.7% | -32.7% | +12.9% |
| All | +401.0% | +20.0% | +381.0% | +239.0% |
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 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