+202.8%
TER vs LSCC
+82.7%
+120.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.7% |
| 3M | -12.2% | -23.7% | +11.5% | +7.1% |
| 6M | +17.1% | +26.5% | -9.4% | +5.5% |
| YTD | +84.7% | +57.5% | +27.2% | +44.9% |
| 1Y | +199.9% | +75.7% | +124.2% | +120.4% |
| 3Y | +232.8% | +19.5% | +213.3% | +181.9% |
| All | +202.8% | +82.7% | +120.1% | +67.7% |
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