+238.8%
SU vs LSCC
+1,351.6%
-1,112.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +1.8% |
| 7D | +1.7% | +7.0% | -5.3% | +0.4% |
| 30D | -7.9% | -2.3% | -5.6% | -8.2% |
| 3M | +7.5% | -12.5% | +20.1% | +8.6% |
| 6M | +7.2% | -10.6% | +17.8% | +6.3% |
| YTD | +60.9% | +52.7% | +8.2% | +41.8% |
| 1Y | +63.6% | +74.0% | -10.3% | +40.2% |
| 3Y | +128.9% | +104.8% | +24.1% | +78.4% |
| 5Y | +228.3% | +36.2% | +192.0% | +163.5% |
| All | +238.8% | +1,351.6% | -1,112.7% | +67.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling