+144.6%
URI vs LSCC
+69.3%
+75.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -8.6% | +1.5% | -4.7% |
| 7D | -12.9% | -4.8% | -8.1% | -11.9% |
| 30D | -3.4% | -27.1% | +23.7% | +5.0% |
| 3M | -10.0% | -23.6% | +13.6% | -4.0% |
| 6M | +12.2% | -19.8% | +32.0% | +15.6% |
| YTD | +29.8% | +33.2% | -3.5% | +11.2% |
| 1Y | +24.6% | +55.2% | -30.6% | +1.3% |
| All | +144.6% | +69.3% | +75.3% | +75.4% |
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 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