-68.4%
U vs LSCC
+26.3%
-94.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.1% | -1.6% | +1.8% |
| 7D | +36.6% | +13.0% | +23.6% | +26.7% |
| 30D | +13.3% | -19.8% | +33.1% | +25.0% |
| 3M | +26.2% | -18.4% | +44.6% | +35.9% |
| 6M | +88.7% | -16.1% | +104.9% | +90.2% |
| YTD | +16.6% | +42.7% | -26.2% | -22.2% |
| 1Y | +29.0% | +68.0% | -39.1% | -22.9% |
| 3Y | +99.5% | +85.8% | +13.7% | -9.3% |
| All | -68.4% | +26.3% | -94.8% | -84.3% |
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