+101.3%
USB vs LSCC
+1,337.7%
-1,236.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +2.4% | +3.0% | -0.6% | +1.6% |
| 30D | +6.6% | -19.3% | +25.8% | +10.3% |
| 3M | -4.1% | -22.3% | +18.2% | -0.5% |
| 6M | +12.5% | -14.6% | +27.1% | +12.8% |
| YTD | +17.6% | +45.8% | -28.1% | +4.4% |
| 1Y | +36.5% | +69.6% | -33.1% | +17.2% |
| 3Y | +95.4% | +86.1% | +9.3% | +56.5% |
| 5Y | +26.1% | +30.7% | -4.6% | +2.8% |
| 10Y | +101.3% | +1,283.9% | -1,182.6% | +3.4% |
| All | +101.3% | +1,337.7% | -1,236.4% | +3.4% |
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 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