+1,340.7%
URI vs LSCC
+1,244.7%
+96.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.1% | -6.0% | -1.4% |
| 7D | -9.8% | +13.0% | -22.7% | -13.8% |
| 30D | +1.7% | -19.8% | +21.6% | +8.7% |
| 3M | -9.1% | -18.4% | +9.3% | -4.1% |
| 6M | +9.9% | -16.1% | +26.0% | +11.9% |
| YTD | +31.2% | +42.7% | -11.5% | +7.4% |
| 1Y | +25.9% | +68.0% | -42.1% | -3.4% |
| 3Y | +147.4% | +85.8% | +61.5% | +67.4% |
| 5Y | +179.7% | +28.0% | +151.7% | +103.0% |
| All | +1,340.7% | +1,244.7% | +96.0% | +310.2% |
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 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