+99.3%
UL vs LSCC
+1,398.6%
-1,299.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.4% | -7.5% | +0.5% |
| 7D | +0.3% | +19.3% | -19.1% | -0.7% |
| 30D | +7.0% | -9.6% | +16.6% | +7.4% |
| 3M | +5.8% | -12.4% | +18.2% | +6.2% |
| 6M | +16.1% | -10.5% | +26.6% | +15.7% |
| YTD | +4.5% | +54.8% | -50.3% | -0.1% |
| 1Y | -1.3% | +79.4% | -80.7% | -6.7% |
| 3Y | +35.0% | +109.6% | -74.6% | +22.6% |
| 5Y | +31.9% | +40.4% | -8.4% | +20.5% |
| 10Y | +99.3% | +1,379.1% | -1,279.8% | +44.1% |
| All | +99.3% | +1,398.6% | -1,299.3% | +44.1% |
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 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