+209.7%
WELL vs LSCC
+20.0%
+189.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.1% |
| 7D | -0.8% | +1.3% | -2.1% | -0.8% |
| 30D | -0.1% | -9.7% | +9.6% | +0.1% |
| 3M | +18.0% | -23.7% | +41.7% | +18.6% |
| 6M | +15.0% | +26.5% | -11.5% | +13.1% |
| YTD | +28.6% | +57.5% | -28.9% | +25.7% |
| 1Y | +42.9% | +75.7% | -32.8% | +39.2% |
| All | +209.7% | +20.0% | +189.7% | +206.9% |
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