+43.8%
WEC vs LSCC
+20.0%
+23.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.7% |
| 7D | -0.3% | +1.3% | -1.6% | -0.2% |
| 30D | -1.3% | -9.7% | +8.4% | -1.5% |
| 3M | -3.9% | -23.7% | +19.8% | -4.3% |
| 6M | -8.3% | +26.5% | -34.8% | -7.8% |
| YTD | +3.1% | +57.5% | -54.5% | +4.2% |
| 1Y | +1.9% | +75.7% | -73.7% | +3.4% |
| All | +43.8% | +20.0% | +23.8% | +44.1% |
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