-19.0%
USAR vs LSCC
+21.9%
-40.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +2.8% |
| 7D | -0.8% | +7.0% | -7.8% | -2.9% |
| 30D | -20.9% | -2.3% | -18.6% | -20.8% |
| 3M | -56.2% | -12.5% | -43.6% | -54.7% |
| 6M | -67.9% | -10.6% | -57.3% | -66.5% |
| YTD | -31.4% | +52.7% | -84.1% | -34.1% |
| 1Y | -45.1% | +74.0% | -119.0% | -47.6% |
| 3Y | -20.3% | +104.8% | -125.1% | -22.4% |
| All | -19.0% | +21.9% | -40.9% | -21.2% |
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