+13.2%
W vs LSCC
+68.2%
-55.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.6% | -3.6% |
| 7D | -3.6% | +13.0% | -16.6% | -7.3% |
| 30D | +7.0% | -19.8% | +26.8% | +14.1% |
| 3M | +7.4% | -18.4% | +25.8% | +12.9% |
| 6M | +69.3% | -16.1% | +85.4% | +73.5% |
| YTD | +11.3% | +42.7% | -31.4% | -5.8% |
| 1Y | +13.2% | +68.0% | -54.8% | -7.5% |
| All | +13.2% | +68.2% | -55.0% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling