+243.6%
W vs LSCC
+1,398.6%
-1,154.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.4% | -3.9% | 0.0% |
| 7D | +3.3% | +19.3% | -16.0% | -6.8% |
| 30D | +10.5% | -9.6% | +20.2% | +14.4% |
| 3M | +9.6% | -12.4% | +22.0% | +13.1% |
| 6M | +76.4% | -10.5% | +86.8% | +75.9% |
| YTD | +16.4% | +54.8% | -38.4% | -18.3% |
| 1Y | +9.3% | +79.4% | -70.0% | -30.3% |
| 3Y | +172.8% | +109.6% | +63.2% | +47.9% |
| 5Y | -53.4% | +40.4% | -93.7% | -69.5% |
| 10Y | +243.6% | +1,379.1% | -1,135.5% | -20.0% |
| All | +243.6% | +1,398.6% | -1,154.9% | -20.0% |
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