+208.9%
W vs LSCC
+1,435.5%
-1,226.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.6% | -0.9% |
| 7D | -1.7% | +21.2% | -22.9% | -12.0% |
| 30D | +3.2% | -1.9% | +5.1% | +1.9% |
| 3M | +8.3% | -8.1% | +16.4% | +8.6% |
| 6M | +84.3% | -5.2% | +89.5% | +77.9% |
| YTD | +11.0% | +61.5% | -50.5% | -24.1% |
| 1Y | -0.2% | +81.3% | -81.5% | -36.9% |
| 3Y | +157.9% | +108.7% | +49.2% | +40.1% |
| 5Y | -56.8% | +44.1% | -100.9% | -72.3% |
| All | +208.9% | +1,435.5% | -1,226.6% | -30.2% |
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 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