-45.2%
SOUN vs LSCC
+116.8%
-162.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +7.1% | -10.7% | -6.8% |
| 7D | -2.6% | +13.0% | -15.6% | -8.7% |
| 30D | -27.0% | -19.8% | -7.2% | -20.4% |
| 3M | -41.9% | -18.4% | -23.5% | -38.1% |
| 6M | -56.1% | -16.1% | -40.0% | -55.2% |
| YTD | -58.8% | +42.7% | -101.5% | -69.0% |
| 1Y | -71.1% | +68.0% | -139.1% | -80.2% |
| 3Y | +130.9% | +85.8% | +45.1% | +43.0% |
| All | -45.2% | +116.8% | -162.0% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling