+66.0%
UL vs LSCC
+1,763.3%
-1,697.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.2% |
| 7D | -1.3% | +1.3% | -2.6% | -1.4% |
| 30D | +0.5% | -9.7% | +10.2% | +1.0% |
| 3M | +17.6% | -23.7% | +41.3% | +18.9% |
| 6M | -5.4% | +26.5% | -31.9% | -7.8% |
| YTD | +0.7% | +57.5% | -56.8% | -3.5% |
| 1Y | -9.3% | +75.7% | -84.9% | -13.9% |
| 3Y | +24.5% | +19.5% | +5.1% | +19.6% |
| 5Y | +23.2% | +83.8% | -60.6% | +10.1% |
| All | +66.0% | +1,763.3% | -1,697.3% | +16.6% |
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