-39.0%
U vs LSCC
+299.7%
-338.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.1% |
| 7D | -3.8% | +1.3% | -5.1% | -4.5% |
| 30D | +17.5% | -9.7% | +27.1% | +23.1% |
| 3M | +38.7% | -23.7% | +62.4% | +54.3% |
| 6M | +104.4% | +26.5% | +77.9% | +64.3% |
| YTD | -5.7% | +57.5% | -63.2% | -37.5% |
| 1Y | +3.7% | +75.7% | -72.0% | -36.7% |
| 3Y | +12.3% | +19.5% | -7.1% | -21.3% |
| 5Y | -68.8% | +83.8% | -152.6% | -85.0% |
| All | -39.0% | +299.7% | -338.7% | -80.8% |
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