-49.8%
USAR vs LSCC
+57.8%
-107.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.3% | -7.1% | -6.7% |
| 7D | -21.8% | +3.0% | -24.7% | -24.0% |
| 30D | -39.9% | -19.3% | -20.7% | -30.5% |
| 3M | -52.5% | -22.3% | -30.2% | -44.2% |
| 6M | -67.9% | -14.6% | -53.4% | -64.7% |
| YTD | -31.1% | +45.8% | -76.9% | -55.5% |
| 1Y | -49.8% | +69.6% | -119.5% | -72.5% |
| All | -49.8% | +57.8% | -107.7% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling