+189.7%
SW vs LSCC
+1,337.7%
-1,147.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.3% | +2.8% | +3.9% |
| 7D | +12.1% | +3.0% | +9.1% | +11.3% |
| 30D | +6.6% | -19.3% | +25.8% | +9.7% |
| 3M | -6.0% | -22.3% | +16.3% | -3.1% |
| 6M | +21.5% | -14.6% | +36.1% | +22.3% |
| YTD | +20.3% | +45.8% | -25.4% | +10.8% |
| 1Y | +28.1% | +69.6% | -41.5% | +15.2% |
| 3Y | +51.6% | +86.1% | -34.5% | +29.9% |
| 5Y | -0.1% | +30.7% | -30.9% | -14.1% |
| 10Y | +189.7% | +1,283.9% | -1,094.1% | +89.2% |
| All | +189.7% | +1,337.7% | -1,147.9% | +89.2% |
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