+8,200.6%
USB vs LSCC
+9,994.1%
-1,793.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 3M | -4.1% | -22.3% | +18.2% | -1.4% |
| 6M | +12.5% | -14.6% | +27.1% | +12.9% |
| YTD | +17.6% | +45.8% | -28.1% | +8.5% |
| 1Y | +36.5% | +69.6% | -33.1% | +23.1% |
| 3Y | +95.4% | +86.1% | +9.3% | +68.7% |
| 5Y | +26.1% | +30.7% | -4.6% | +10.6% |
| 10Y | +101.3% | +1,283.9% | -1,182.6% | +23.5% |
| All | +8,200.6% | +9,994.1% | -1,793.5% | +2,959.6% |
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