+32.4%
WELL vs LSCC
+68.2%
-35.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -0.1% |
| 7D | +4.4% | +13.0% | -8.5% | +4.6% |
| 30D | +10.8% | -19.8% | +30.6% | +11.0% |
| 3M | +4.2% | -18.4% | +22.6% | +4.4% |
| 6M | +14.0% | -16.1% | +30.1% | +12.1% |
| YTD | +33.4% | +42.7% | -9.3% | +25.2% |
| 1Y | +32.4% | +68.0% | -35.6% | +24.1% |
| All | +32.4% | +68.2% | -35.8% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling