+79.7%
WAT vs LSCC
+69.3%
+10.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.6% | +5.5% | -1.6% |
| 7D | -5.6% | -4.8% | -0.8% | -4.9% |
| 30D | +3.8% | -27.1% | +30.9% | +9.3% |
| 3M | +13.3% | -23.6% | +36.9% | +17.7% |
| 6M | +32.2% | -19.8% | +52.0% | +34.2% |
| YTD | +19.3% | +33.2% | -13.9% | +7.3% |
| 1Y | +21.8% | +55.2% | -33.4% | +5.7% |
| All | +79.7% | +69.3% | +10.4% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling