+5,976.4%
SO vs LSCC
+10,808.2%
-4,831.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.8% |
| 7D | -0.2% | +1.3% | -1.5% | -0.2% |
| 30D | -4.6% | -9.7% | +5.1% | -4.3% |
| 3M | -3.0% | -23.7% | +20.7% | -2.4% |
| 6M | -8.3% | +26.5% | -34.7% | -9.4% |
| YTD | +3.5% | +57.5% | -54.0% | +1.4% |
| 1Y | -0.9% | +75.7% | -76.6% | -3.5% |
| 3Y | +45.4% | +19.5% | +25.9% | +42.0% |
| 5Y | +59.6% | +83.8% | -24.1% | +51.7% |
| 10Y | +156.6% | +1,772.4% | -1,615.8% | +121.6% |
| All | +5,976.4% | +10,808.2% | -4,831.9% | +4,486.2% |
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