-22.7%
USAR vs LSCC
+101.3%
-124.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -2.3% | -7.3% | -8.8% |
| 7D | -9.1% | +5.0% | -14.1% | -10.3% |
| 30D | -36.9% | -11.7% | -25.2% | -34.5% |
| 3M | -58.4% | -13.3% | -45.1% | -56.7% |
| 6M | -70.6% | -12.5% | -58.1% | -69.1% |
| YTD | -33.4% | +51.2% | -84.6% | -36.1% |
| 1Y | -54.0% | +65.9% | -119.9% | -56.2% |
| 3Y | -22.7% | +95.3% | -118.0% | -24.3% |
| All | -22.7% | +101.3% | -124.0% | -24.3% |
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