+109.7%
UL vs LSCC
+1,351.6%
-1,241.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.5% | +1.3% |
| 7D | +1.1% | +7.0% | -5.9% | +0.7% |
| 30D | +4.5% | -2.3% | +6.8% | +4.4% |
| 3M | +6.5% | -12.5% | +19.0% | +6.8% |
| 6M | +18.2% | -10.6% | +28.7% | +17.6% |
| YTD | +4.7% | +52.7% | -48.0% | +0.1% |
| 1Y | +0.8% | +74.0% | -73.2% | -4.6% |
| 3Y | +35.9% | +104.8% | -68.9% | +23.6% |
| 5Y | +33.4% | +36.2% | -2.8% | +22.0% |
| All | +109.7% | +1,351.6% | -1,241.8% | +53.8% |
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 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