-26.3%
USAR vs LSCC
+6.4%
-32.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -8.6% | -0.9% | -7.0% |
| 7D | -29.5% | -4.8% | -24.6% | -28.5% |
| 30D | -46.0% | -27.1% | -18.9% | -40.9% |
| 3M | -56.8% | -23.6% | -33.2% | -53.5% |
| 6M | -72.9% | -19.8% | -53.1% | -70.8% |
| YTD | -37.6% | +33.2% | -70.9% | -37.6% |
| 1Y | -56.0% | +55.2% | -111.3% | -56.4% |
| 3Y | -27.5% | +70.1% | -97.6% | -26.5% |
| All | -26.3% | +6.4% | -32.7% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling