+449.7%
V vs LSCC
+1,244.7%
-795.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +7.1% | -7.1% | -1.2% |
| 7D | +2.2% | +13.0% | -10.8% | -0.1% |
| 30D | +13.6% | -19.8% | +33.4% | +17.3% |
| 3M | +14.3% | -18.4% | +32.7% | +17.0% |
| 6M | +33.1% | -16.1% | +49.2% | +33.0% |
| YTD | +21.2% | +42.7% | -21.5% | +7.3% |
| 1Y | +26.4% | +68.0% | -41.6% | +7.9% |
| 3Y | +77.6% | +85.8% | -8.3% | +37.7% |
| 5Y | +102.6% | +28.0% | +74.6% | +61.0% |
| All | +449.7% | +1,244.7% | -795.0% | +123.9% |
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