+10,726.6%
WAT vs LSCC
+1,187.8%
+9,538.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | +2.3% | -9.7% | +12.0% | +4.0% |
| 3M | +8.7% | -23.7% | +32.5% | +12.8% |
| 6M | +28.3% | +26.5% | +1.8% | +21.0% |
| YTD | +7.8% | +57.5% | -49.7% | -2.8% |
| 1Y | +36.6% | +75.7% | -39.1% | +20.0% |
| 3Y | +45.7% | +19.5% | +26.2% | +31.2% |
| 5Y | -3.3% | +83.8% | -87.1% | -21.6% |
| 10Y | +162.1% | +1,772.4% | -1,610.3% | +35.8% |
| All | +10,726.6% | +1,187.8% | +9,538.8% | +4,492.9% |
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