+246.2%
UPS vs LSCC
+397.1%
-150.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.1% | -9.6% | -3.5% |
| 7D | 0.0% | +13.0% | -12.9% | -2.0% |
| 30D | +17.3% | -19.8% | +37.2% | +20.6% |
| 3M | +6.6% | -18.4% | +25.0% | +8.8% |
| 6M | +12.0% | -16.1% | +28.1% | +12.7% |
| YTD | +14.4% | +42.7% | -28.4% | +5.1% |
| 1Y | +23.3% | +68.0% | -44.7% | +10.3% |
| 3Y | -9.6% | +85.8% | -95.5% | -23.3% |
| 5Y | -34.1% | +28.0% | -62.2% | -42.8% |
| 10Y | +49.5% | +1,255.1% | -1,205.6% | -12.1% |
| All | +246.2% | +397.1% | -150.9% | +56.9% |
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