+50.4%
TER vs LSCC
+18.7%
+31.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.6% | -6.6% | -9.5% |
| 7D | -28.2% | -4.8% | -23.4% | -25.8% |
| 30D | -50.6% | -27.1% | -23.5% | -38.9% |
| 3M | -45.3% | -23.6% | -21.7% | -34.2% |
| 6M | -40.4% | -19.8% | -20.6% | -28.3% |
| YTD | +10.0% | +33.2% | -23.2% | -3.0% |
| 1Y | +13.6% | +55.2% | -41.6% | -8.6% |
| 3Y | +145.2% | +70.1% | +75.1% | +71.7% |
| 5Y | +50.4% | +19.5% | +30.8% | +11.9% |
| All | +50.4% | +18.7% | +31.7% | +11.9% |
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