+1,179.9%
URI vs LSCC
+1,772.4%
-592.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +0.9% |
| 7D | -2.0% | +1.3% | -3.3% | -2.4% |
| 30D | -12.9% | -9.7% | -3.3% | -9.9% |
| 3M | -6.7% | -23.7% | +17.0% | +0.7% |
| 6M | +19.0% | +26.5% | -7.5% | +5.5% |
| YTD | +25.5% | +57.5% | -32.0% | +1.3% |
| 1Y | +5.5% | +75.7% | -70.1% | -19.3% |
| 3Y | +111.3% | +19.5% | +91.8% | +72.4% |
| 5Y | +198.6% | +83.8% | +114.8% | +93.4% |
| All | +1,179.9% | +1,772.4% | -592.5% | +256.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling