+1,006.2%
TER vs LSCC
+1,333.6%
-327.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.1% |
| 7D | -8.9% | +5.0% | -13.9% | -11.0% |
| 30D | -39.1% | -11.7% | -27.3% | -34.2% |
| 3M | -32.8% | -13.3% | -19.5% | -26.2% |
| 6M | -31.7% | -12.5% | -19.2% | -23.5% |
| YTD | +26.9% | +51.2% | -24.3% | +5.5% |
| 1Y | +33.6% | +65.9% | -32.3% | +5.6% |
| 3Y | +181.5% | +95.3% | +86.2% | +91.2% |
| 5Y | +76.1% | +38.6% | +37.5% | +33.9% |
| 10Y | +1,006.2% | +1,352.3% | -346.1% | +237.3% |
| All | +1,006.2% | +1,333.6% | -327.4% | +237.3% |
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 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