+125.7%
WFC vs LSCC
+118.1%
+7.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.4% | -10.3% | -1.3% |
| 7D | -1.3% | +14.5% | -15.8% | -3.2% |
| 30D | +3.6% | -0.1% | +3.6% | +3.1% |
| 3M | -1.3% | -2.7% | +1.4% | -1.7% |
| 6M | +18.0% | -4.8% | +22.8% | +16.2% |
| YTD | -5.9% | +66.9% | -72.7% | -17.3% |
| 1Y | +1.8% | +85.8% | -84.1% | -12.5% |
| All | +125.7% | +118.1% | +7.5% | +70.3% |
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