+80.9%
SOUN vs LSCC
+111.2%
-30.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -3.2% | -4.7% | -6.4% |
| 7D | -15.5% | +21.2% | -36.7% | -23.7% |
| 30D | -26.2% | -1.9% | -24.3% | -27.1% |
| 3M | -51.4% | -8.1% | -43.3% | -51.0% |
| 6M | -55.3% | -5.2% | -50.1% | -57.1% |
| YTD | -63.9% | +61.5% | -125.4% | -76.1% |
| 1Y | -72.8% | +81.3% | -154.1% | -83.3% |
| All | +80.9% | +111.2% | -30.3% | -20.2% |
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 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