+147.8%
SW vs LSCC
+1,772.4%
-1,624.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.9% |
| 7D | -5.1% | +1.3% | -6.4% | -5.3% |
| 30D | -4.6% | -9.7% | +5.1% | -3.2% |
| 3M | +9.4% | -23.7% | +33.1% | +13.0% |
| 6M | +3.5% | +26.5% | -23.0% | -1.6% |
| YTD | +22.0% | +57.5% | -35.5% | +12.1% |
| 1Y | +2.2% | +75.7% | -73.5% | -8.0% |
| 3Y | +19.6% | +19.5% | +0.1% | +8.4% |
| 5Y | -2.3% | +83.8% | -86.1% | -17.9% |
| All | +147.8% | +1,772.4% | -1,624.6% | +71.9% |
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