-26.6%
U vs LSCC
+309.8%
-336.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +2.7% |
| 7D | +2.8% | +21.2% | -18.4% | -7.6% |
| 30D | +7.6% | -1.9% | +9.5% | +6.1% |
| 3M | +12.7% | -8.1% | +20.7% | +13.2% |
| 6M | +87.0% | -5.2% | +92.2% | +76.1% |
| YTD | +13.6% | +61.5% | -47.9% | -28.1% |
| 1Y | +25.3% | +81.3% | -56.0% | -26.5% |
| 3Y | +85.8% | +108.7% | -22.9% | -16.1% |
| 5Y | -74.5% | +44.1% | -118.6% | -86.8% |
| All | -26.6% | +309.8% | -336.4% | -77.9% |
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 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