+12.6%
UL vs LSCC
-16.2%
+28.8%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.1% | -9.7% | -1.4% |
| 7D | +1.1% | +13.0% | -11.8% | +3.3% |
| 30D | +8.2% | -19.8% | +28.1% | +5.9% |
| 3M | +4.5% | -18.4% | +22.9% | +2.7% |
| 6M | +12.6% | -16.1% | +28.7% | +8.0% |
| All | +12.6% | -16.2% | +28.8% | +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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling