+120.5%
URI vs LSCC
+20.0%
+100.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.0% | -0.4% | +1.0% |
| 7D | -2.0% | +1.3% | -3.3% | -2.3% |
| 30D | -12.9% | -9.7% | -3.3% | -10.4% |
| 3M | -6.7% | -23.7% | +17.0% | -0.4% |
| 6M | +19.0% | +26.5% | -7.5% | +7.4% |
| YTD | +25.5% | +57.5% | -32.0% | +4.2% |
| 1Y | +5.5% | +75.7% | -70.1% | -16.5% |
| All | +120.5% | +20.0% | +100.5% | +82.0% |
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