+78.4%
V vs LSCC
+104.5%
-26.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.4% | -8.6% | -0.5% |
| 7D | -0.8% | +19.3% | -20.1% | -1.6% |
| 30D | +9.5% | -9.6% | +19.2% | +9.9% |
| 3M | +16.7% | -12.4% | +29.1% | +17.2% |
| 6M | +32.9% | -10.5% | +43.4% | +32.2% |
| YTD | +21.1% | +54.8% | -33.7% | +13.9% |
| 1Y | +26.6% | +79.4% | -52.7% | +17.4% |
| 3Y | +78.4% | +109.6% | -31.2% | +56.9% |
| All | +78.4% | +104.5% | -26.2% | +56.9% |
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 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