+175.2%
SO vs LSCC
+1,244.7%
-1,069.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.3% |
| 7D | -1.5% | +13.0% | -14.4% | -1.9% |
| 30D | +8.1% | -19.8% | +27.9% | +8.9% |
| 3M | +0.2% | -18.4% | +18.6% | +0.8% |
| 6M | +0.4% | -16.1% | +16.5% | +0.4% |
| YTD | +8.5% | +42.7% | -34.2% | +5.4% |
| 1Y | +4.9% | +68.0% | -63.1% | +1.0% |
| 3Y | +47.9% | +85.8% | -37.9% | +38.4% |
| 5Y | +75.7% | +28.0% | +47.6% | +65.3% |
| All | +175.2% | +1,244.7% | -1,069.5% | +103.1% |
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