-28.6%
U vs LSCC
+238.0%
-266.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -8.6% | +23.5% | +19.3% |
| 7D | +24.3% | -4.8% | +29.1% | +25.9% |
| 30D | +8.6% | -27.1% | +35.7% | +25.6% |
| 3M | +37.6% | -23.6% | +61.2% | +53.1% |
| 6M | +78.5% | -19.8% | +98.3% | +84.0% |
| YTD | +10.5% | +33.2% | -22.7% | -22.2% |
| 1Y | +15.2% | +55.2% | -40.0% | -26.5% |
| 3Y | +76.6% | +70.1% | +6.5% | -10.4% |
| 5Y | -67.9% | +19.5% | -87.4% | -81.5% |
| All | -28.6% | +238.0% | -266.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling