+223.9%
SU vs LSCC
+1,333.6%
-1,109.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | -10.2% | +5.0% | -15.2% | -11.1% |
| 30D | -6.2% | -11.7% | +5.5% | -4.8% |
| 3M | +8.7% | -13.3% | +22.0% | +10.0% |
| 6M | +7.2% | -12.5% | +19.8% | +6.8% |
| YTD | +55.9% | +51.2% | +4.7% | +37.8% |
| 1Y | +60.4% | +65.9% | -5.5% | +38.8% |
| 3Y | +125.2% | +95.3% | +29.8% | +77.4% |
| 5Y | +216.7% | +38.6% | +178.1% | +153.3% |
| 10Y | +223.9% | +1,352.3% | -1,128.5% | +58.6% |
| All | +223.9% | +1,333.6% | -1,109.8% | +58.6% |
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