-72.7%
U vs LSCC
+50.4%
-123.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.4% | -11.7% | -6.7% |
| 7D | +16.9% | +14.5% | +2.5% | +7.3% |
| 30D | +6.4% | -0.1% | +6.4% | +3.9% |
| 3M | +13.2% | -2.7% | +15.8% | +10.4% |
| 6M | +84.8% | -4.8% | +89.6% | +73.6% |
| YTD | +12.4% | +66.9% | -54.4% | -31.4% |
| 1Y | +19.8% | +85.8% | -66.1% | -32.2% |
| 3Y | +83.8% | +115.6% | -31.8% | -23.3% |
| 5Y | -72.7% | +48.8% | -121.6% | -87.5% |
| All | -72.7% | +50.4% | -123.1% | -87.5% |
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