+72.2%
V vs LSCC
+82.7%
-10.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.2% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | +2.0% | -9.7% | +11.6% | +3.1% |
| 3M | +17.4% | -23.7% | +41.1% | +20.2% |
| 6M | +17.5% | +26.5% | -9.0% | +10.9% |
| YTD | +7.6% | +57.5% | -49.9% | -2.3% |
| 1Y | +7.7% | +75.7% | -68.0% | -4.4% |
| 3Y | +54.7% | +19.5% | +35.2% | +41.9% |
| All | +72.2% | +82.7% | -10.6% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling