+468.3%
WELL vs LSCC
+1,498.6%
-1,030.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.4% | -10.5% | -1.3% |
| 7D | +0.1% | +14.5% | -14.4% | -1.6% |
| 30D | +7.8% | -0.1% | +7.8% | +7.3% |
| 3M | +10.2% | -2.7% | +12.9% | +9.7% |
| 6M | +16.4% | -4.8% | +21.2% | +14.7% |
| YTD | +35.2% | +66.9% | -31.7% | +22.4% |
| 1Y | +30.5% | +85.8% | -55.4% | +16.2% |
| 3Y | +206.1% | +115.6% | +90.5% | +153.3% |
| 5Y | +228.3% | +48.8% | +179.5% | +176.2% |
| 10Y | +468.3% | +1,490.3% | -1,022.0% | +216.2% |
| All | +468.3% | +1,498.6% | -1,030.2% | +216.2% |
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 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