+2,731.1%
UL vs LSCC
+9,784.2%
-7,053.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.1% | -9.7% | -3.0% |
| 7D | +1.1% | +13.0% | -11.8% | +0.3% |
| 30D | +8.2% | -19.8% | +28.1% | +9.4% |
| 3M | +4.5% | -18.4% | +22.9% | +5.4% |
| 6M | +12.6% | -16.1% | +28.7% | +12.6% |
| YTD | +3.5% | +42.7% | -39.2% | -0.4% |
| 1Y | -0.4% | +68.0% | -68.4% | -5.3% |
| 3Y | +36.0% | +85.8% | -49.9% | +25.7% |
| 5Y | +30.9% | +28.0% | +2.9% | +21.8% |
| 10Y | +97.5% | +1,255.1% | -1,157.6% | +52.4% |
| All | +2,731.1% | +9,784.2% | -7,053.2% | +1,628.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling