+130.9%
SOUN vs LSCC
+81.4%
+49.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.1% | -10.7% | -7.0% |
| 7D | -2.6% | +13.0% | -15.6% | -9.2% |
| 30D | -27.0% | -19.8% | -7.2% | -19.8% |
| 3M | -41.9% | -18.4% | -23.5% | -37.7% |
| 6M | -56.1% | -16.1% | -40.0% | -55.3% |
| YTD | -58.8% | +42.7% | -101.5% | -70.7% |
| 1Y | -71.1% | +68.0% | -139.1% | -81.6% |
| 3Y | +130.9% | +85.8% | +45.1% | +20.7% |
| All | +130.9% | +81.4% | +49.5% | +20.7% |
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 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