-54.0%
W vs LSCC
+18.7%
-72.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -8.6% | +0.4% | -2.9% |
| 7D | -5.6% | -4.8% | -0.8% | -3.5% |
| 30D | +7.5% | -27.1% | +34.6% | +28.1% |
| 3M | +5.4% | -23.6% | +29.0% | +19.2% |
| 6M | +79.4% | -19.8% | +99.2% | +90.0% |
| YTD | +12.9% | +33.2% | -20.3% | -20.0% |
| 1Y | +12.4% | +55.2% | -42.8% | -29.5% |
| 3Y | +128.5% | +70.1% | +58.4% | +16.2% |
| 5Y | -54.0% | +19.5% | -73.5% | -75.0% |
| All | -54.0% | +18.7% | -72.6% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling