+200.6%
W vs LSCC
+1,257.8%
-1,057.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -8.6% | +0.4% | -4.1% |
| 7D | -5.6% | -4.8% | -0.8% | -3.9% |
| 30D | +7.5% | -27.1% | +34.6% | +23.2% |
| 3M | +5.4% | -23.6% | +29.0% | +16.2% |
| 6M | +79.4% | -19.8% | +99.2% | +89.6% |
| YTD | +12.9% | +33.2% | -20.3% | -10.0% |
| 1Y | +12.4% | +55.2% | -42.8% | -17.7% |
| 3Y | +128.5% | +70.1% | +58.4% | +52.3% |
| 5Y | -54.0% | +19.5% | -73.5% | -64.7% |
| 10Y | +248.8% | +1,164.9% | -916.1% | +23.7% |
| All | +200.6% | +1,257.8% | -1,057.2% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling