+163.6%
W vs LSCC
+1,505.3%
-1,341.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +1.5% |
| 7D | -4.2% | +1.3% | -5.5% | -4.8% |
| 30D | -7.6% | -9.7% | +2.1% | -3.3% |
| 3M | +37.2% | -23.7% | +60.9% | +53.4% |
| 6M | +26.3% | +26.5% | -0.2% | +8.6% |
| YTD | -1.0% | +57.5% | -58.5% | -25.1% |
| 1Y | +20.1% | +75.7% | -55.6% | -15.7% |
| 3Y | +37.8% | +19.5% | +18.3% | +10.3% |
| 5Y | -63.7% | +83.8% | -147.4% | -75.8% |
| 10Y | +156.3% | +1,772.4% | -1,616.0% | -16.9% |
| All | +163.6% | +1,505.3% | -1,341.7% | -14.2% |
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