+2,514.3%
SOXX vs LSCC
+370.6%
+2,143.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +2.6% |
| 7D | +2.2% | +1.3% | +0.9% | +1.6% |
| 30D | -2.0% | -9.7% | +7.6% | +2.4% |
| 3M | -13.7% | -23.7% | +10.0% | -2.3% |
| 6M | +52.4% | +26.5% | +25.9% | +37.9% |
| YTD | +72.8% | +57.5% | +15.3% | +41.0% |
| 1Y | +113.9% | +75.7% | +38.2% | +65.3% |
| 3Y | +210.7% | +19.5% | +191.3% | +164.1% |
| 5Y | +244.6% | +83.8% | +160.9% | +138.4% |
| 10Y | +1,468.0% | +1,772.4% | -304.3% | +278.8% |
| All | +2,514.3% | +370.6% | +2,143.8% | +659.5% |
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 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