+195.2%
WELL vs LSCC
+69.3%
+125.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.6% | +7.6% | -0.9% |
| 7D | +5.3% | -4.8% | +10.1% | +5.3% |
| 30D | +8.7% | -27.1% | +35.8% | +9.3% |
| 3M | +3.8% | -23.6% | +27.4% | +4.3% |
| 6M | +15.4% | -19.8% | +35.2% | +15.0% |
| YTD | +33.7% | +33.2% | +0.4% | +30.5% |
| 1Y | +33.6% | +55.2% | -21.6% | +29.9% |
| All | +195.2% | +69.3% | +125.9% | +178.8% |
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