+29.3%
V vs LSCC
+57.8%
-28.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.6% | +3.9% |
| 7D | +9.0% | +3.0% | +6.0% | +9.2% |
| 30D | +18.1% | -19.3% | +37.4% | +17.4% |
| 3M | +18.3% | -22.3% | +40.6% | +17.7% |
| 6M | +34.1% | -14.6% | +48.7% | +32.2% |
| YTD | +25.2% | +45.8% | -20.5% | +18.4% |
| 1Y | +29.3% | +69.6% | -40.3% | +21.2% |
| All | +29.3% | +57.8% | -28.5% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling