+73.0%
USAR vs LSCC
+20.0%
+53.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.4% | -1.0% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | +2.6% | -9.7% | +12.3% | +5.8% |
| 3M | -35.0% | -23.7% | -11.3% | -29.7% |
| 6M | -6.9% | +26.5% | -33.4% | -8.5% |
| YTD | +48.0% | +57.5% | -9.5% | +41.6% |
| 1Y | +24.8% | +75.7% | -50.9% | +18.5% |
| All | +73.0% | +20.0% | +53.0% | +67.4% |
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