+3,309.9%
V vs LSCC
+3,504.0%
-194.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.6% | +5.4% | -1.6% |
| 7D | +2.9% | -4.8% | +7.8% | +3.6% |
| 30D | +14.0% | -27.1% | +41.1% | +20.3% |
| 3M | +14.9% | -23.6% | +38.5% | +19.4% |
| 6M | +31.7% | -19.8% | +51.6% | +32.9% |
| YTD | +21.2% | +33.2% | -12.0% | +8.5% |
| 1Y | +25.3% | +55.2% | -30.0% | +8.2% |
| 3Y | +77.5% | +70.1% | +7.4% | +40.2% |
| 5Y | +102.6% | +19.5% | +83.0% | +63.8% |
| 10Y | +464.3% | +1,164.9% | -700.6% | +148.5% |
| All | +3,309.9% | +3,504.0% | -194.2% | +640.2% |
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 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