-45.1%
USAR vs LSCC
+72.6%
-117.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.5% | +6.6% | +5.0% |
| 7D | -0.8% | +7.0% | -7.8% | -6.0% |
| 30D | -20.9% | -2.3% | -18.6% | -21.1% |
| 3M | -56.2% | -12.5% | -43.6% | -52.9% |
| 6M | -67.9% | -10.6% | -57.3% | -65.8% |
| YTD | -31.4% | +52.7% | -84.1% | -57.5% |
| 1Y | -45.1% | +74.0% | -119.0% | -70.6% |
| All | -45.1% | +72.6% | -117.7% | -70.6% |
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