+46.0%
WM vs LSCC
+20.0%
+26.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.2% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | -2.4% | -9.7% | +7.3% | -2.6% |
| 3M | +0.4% | -23.7% | +24.1% | +0.3% |
| 6M | -9.5% | +26.5% | -36.0% | -10.0% |
| YTD | +0.5% | +57.5% | -57.0% | -0.3% |
| 1Y | -1.1% | +75.7% | -76.8% | -2.2% |
| All | +46.0% | +20.0% | +26.0% | +36.6% |
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