-1.9%
UL vs LSCC
+83.9%
-85.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.4% | -0.3% |
| 7D | -1.7% | +14.5% | -16.2% | -0.6% |
| 30D | +4.5% | -0.1% | +4.6% | +5.3% |
| 3M | +5.5% | -2.7% | +8.1% | +6.2% |
| 6M | +17.0% | -4.8% | +21.8% | +16.6% |
| YTD | +3.2% | +66.9% | -63.7% | -0.5% |
| 1Y | -1.9% | +85.8% | -87.7% | -8.0% |
| All | -1.9% | +83.9% | -85.8% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling