+96.6%
USB vs LSCC
+85.2%
+11.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | +2.4% | +3.0% | -0.6% | +1.8% |
| 30D | +6.6% | -19.3% | +25.8% | +9.9% |
| 3M | -4.1% | -22.3% | +18.2% | -0.8% |
| 6M | +12.5% | -14.6% | +27.1% | +12.5% |
| YTD | +17.6% | +45.8% | -28.1% | +3.6% |
| 1Y | +36.5% | +69.6% | -33.1% | +16.0% |
| All | +96.6% | +85.2% | +11.4% | +44.4% |
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