+67.7%
T vs LSCC
+82.7%
-15.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -1.9% |
| 7D | -1.3% | +1.3% | -2.6% | -1.3% |
| 30D | +11.4% | -9.7% | +21.0% | +11.4% |
| 3M | +14.3% | -23.7% | +38.0% | +14.4% |
| 6M | -9.3% | +26.5% | -35.7% | -9.9% |
| YTD | +7.1% | +57.5% | -50.4% | +5.8% |
| 1Y | -9.1% | +75.7% | -84.8% | -10.5% |
| 3Y | +105.3% | +19.5% | +85.9% | +105.5% |
| All | +67.7% | +82.7% | -15.1% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling