+232.1%
W vs LSCC
+1,244.7%
-1,012.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.6% | -5.3% |
| 7D | -3.6% | +13.0% | -16.6% | -10.4% |
| 30D | +7.0% | -19.8% | +26.8% | +18.1% |
| 3M | +7.4% | -18.4% | +25.8% | +15.2% |
| 6M | +69.3% | -16.1% | +85.4% | +74.6% |
| YTD | +11.3% | +42.7% | -31.4% | -18.4% |
| 1Y | +13.2% | +68.0% | -54.8% | -25.2% |
| 3Y | +142.0% | +85.8% | +56.2% | +40.4% |
| 5Y | -54.6% | +28.0% | -82.7% | -68.8% |
| All | +232.1% | +1,244.7% | -1,012.6% | -19.6% |
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