+173.5%
WEC vs LSCC
+1,244.7%
-1,071.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.1% | -9.2% | -2.2% |
| 7D | -0.2% | +13.0% | -13.1% | -0.5% |
| 30D | +12.3% | -19.8% | +32.1% | +12.9% |
| 3M | +8.3% | -18.4% | +26.7% | +8.7% |
| 6M | +3.5% | -16.1% | +19.6% | +3.5% |
| YTD | +12.7% | +42.7% | -30.0% | +10.6% |
| 1Y | +8.2% | +68.0% | -59.8% | +5.5% |
| 3Y | +55.9% | +85.8% | -30.0% | +49.0% |
| 5Y | +51.2% | +28.0% | +23.2% | +44.9% |
| All | +173.5% | +1,244.7% | -1,071.1% | +113.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling