+31.5%
UL vs LSCC
+47.5%
-16.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.4% | -11.4% | -1.2% |
| 7D | -1.7% | +14.5% | -16.2% | -2.0% |
| 30D | +4.5% | -0.1% | +4.6% | +4.5% |
| 3M | +5.5% | -2.7% | +8.1% | +5.5% |
| 6M | +17.0% | -4.8% | +21.8% | +16.6% |
| YTD | +3.2% | +66.9% | -63.7% | -0.1% |
| 1Y | -1.9% | +85.8% | -87.7% | -5.5% |
| 3Y | +33.6% | +115.6% | -82.0% | +24.4% |
| All | +31.5% | +47.5% | -16.0% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling