-63.1%
W vs LSCC
+82.7%
-145.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.2% |
| 7D | -4.2% | +1.3% | -5.5% | -4.9% |
| 30D | -7.6% | -9.7% | +2.1% | -2.0% |
| 3M | +37.2% | -23.7% | +60.9% | +58.2% |
| 6M | +26.3% | +26.5% | -0.2% | +1.3% |
| YTD | -1.0% | +57.5% | -58.5% | -33.9% |
| 1Y | +20.1% | +75.7% | -55.6% | -28.2% |
| 3Y | +37.8% | +19.5% | +18.3% | +0.2% |
| All | -63.1% | +82.7% | -145.9% | -83.3% |
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