-22.7%
U vs LSCC
+287.4%
-310.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.5% | +10.7% | +8.0% |
| 7D | +2.6% | +7.0% | -4.4% | -2.0% |
| 30D | +27.6% | -2.3% | +29.9% | +25.3% |
| 3M | +15.3% | -12.5% | +27.9% | +18.5% |
| 6M | +96.4% | -10.6% | +107.0% | +90.0% |
| YTD | +19.6% | +52.7% | -33.1% | -22.4% |
| 1Y | +42.1% | +74.0% | -31.9% | -15.3% |
| 3Y | +87.5% | +104.8% | -17.3% | -15.4% |
| 5Y | -73.1% | +36.2% | -109.4% | -85.7% |
| All | -22.7% | +287.4% | -310.1% | -76.1% |
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 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