+227.0%
UPS vs LSCC
+448.6%
-221.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.5% |
| 7D | -2.9% | +1.3% | -4.2% | -3.1% |
| 30D | -3.5% | -9.7% | +6.2% | -2.1% |
| 3M | -5.7% | -23.7% | +18.0% | -2.6% |
| 6M | -4.4% | +26.5% | -30.9% | -9.2% |
| YTD | +8.0% | +57.5% | -49.5% | -1.3% |
| 1Y | +29.0% | +75.7% | -46.7% | +15.3% |
| 3Y | -27.7% | +19.5% | -47.2% | -34.1% |
| 5Y | -34.3% | +83.8% | -118.1% | -45.5% |
| 10Y | +37.8% | +1,772.4% | -1,734.6% | -22.2% |
| All | +227.0% | +448.6% | -221.6% | +47.4% |
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