+238.5%
TER vs LSCC
+20.0%
+218.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.0% | +3.5% | +4.2% |
| 7D | +0.6% | +1.3% | -0.7% | -0.2% |
| 30D | -8.3% | -9.7% | +1.4% | -1.6% |
| 3M | -12.2% | -23.7% | +11.5% | +6.9% |
| 6M | +17.1% | +26.5% | -9.4% | +6.8% |
| YTD | +84.7% | +57.5% | +27.2% | +48.2% |
| 1Y | +199.9% | +75.7% | +124.2% | +127.0% |
| All | +238.5% | +20.0% | +218.5% | +178.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling