+455.3%
WELL vs LSCC
+1,398.6%
-943.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.5% | 0.0% |
| 7D | +3.5% | +19.3% | -15.8% | +1.2% |
| 30D | +9.7% | -9.6% | +19.4% | +10.5% |
| 3M | +4.8% | -12.4% | +17.2% | +5.7% |
| 6M | +16.1% | -10.5% | +26.5% | +15.3% |
| YTD | +34.7% | +54.8% | -20.1% | +23.1% |
| 1Y | +31.9% | +79.4% | -47.5% | +17.9% |
| 3Y | +209.9% | +109.6% | +100.3% | +156.6% |
| 5Y | +226.5% | +40.4% | +186.2% | +176.3% |
| 10Y | +455.3% | +1,379.1% | -923.8% | +211.4% |
| All | +455.3% | +1,398.6% | -943.3% | +211.4% |
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