-12.4%
SOUN vs LSCC
+142.6%
-155.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.2% |
| 7D | -4.1% | +5.2% | -9.3% | -6.5% |
| 30D | -18.1% | -9.6% | -8.4% | -14.3% |
| 3M | -12.3% | -17.8% | +5.5% | -5.1% |
| 6M | -18.6% | +37.4% | -56.0% | -34.1% |
| YTD | -34.1% | +59.7% | -93.8% | -51.7% |
| 1Y | -57.0% | +76.2% | -133.3% | -70.1% |
| 3Y | +185.7% | +28.2% | +157.5% | +105.4% |
| All | -12.4% | +142.6% | -155.0% | -58.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling