-4.5%
UPS vs LSCC
+118.1%
-122.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.4% | -9.1% | -0.3% |
| 7D | -1.6% | +14.5% | -16.1% | -3.8% |
| 30D | +17.9% | -0.1% | +18.0% | +17.3% |
| 3M | +9.4% | -2.7% | +12.1% | +8.8% |
| 6M | +16.2% | -4.8% | +21.0% | +14.5% |
| YTD | +18.8% | +66.9% | -48.1% | +3.7% |
| 1Y | +26.1% | +85.8% | -59.7% | +7.6% |
| All | -4.5% | +118.1% | -122.6% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling