+185.4%
SW vs LSCC
+1,155.2%
-969.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.6% | +7.1% | -0.2% |
| 7D | +4.7% | -4.8% | +9.5% | +5.2% |
| 30D | +5.0% | -27.1% | +32.1% | +9.7% |
| 3M | -7.3% | -23.6% | +16.3% | -4.2% |
| 6M | +15.0% | -19.8% | +34.8% | +16.8% |
| YTD | +18.5% | +33.2% | -14.7% | +10.6% |
| 1Y | +27.1% | +55.2% | -28.1% | +15.8% |
| 3Y | +49.3% | +70.1% | -20.8% | +29.7% |
| 5Y | -1.6% | +19.5% | -21.2% | -14.2% |
| All | +185.4% | +1,155.2% | -969.8% | +84.9% |
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