-60.5%
SPCH vs LSCC
-24.9%
-35.6%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +8.4% | +3.5% | +3.6% |
| 7D | +6.2% | +19.3% | -13.1% | -8.9% |
| 30D | -28.1% | -9.6% | -18.5% | -20.7% |
| 3M | -0.5% | -12.4% | +11.9% | +13.0% |
| All | -60.5% | -24.9% | -35.6% | -52.3% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling