+49.3%
WM vs LSCC
+69.3%
-20.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.6% | +9.8% | +0.9% |
| 7D | +4.5% | -4.8% | +9.3% | +4.4% |
| 30D | +16.1% | -27.1% | +43.2% | +15.3% |
| 3M | +8.0% | -23.6% | +31.6% | +7.5% |
| 6M | +8.4% | -19.8% | +28.2% | +7.7% |
| YTD | +11.2% | +33.2% | -22.0% | +9.2% |
| 1Y | +22.3% | +55.2% | -32.9% | +19.6% |
| All | +49.3% | +69.3% | -20.0% | +45.0% |
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