+53.9%
WM vs LSCC
+82.7%
-28.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.3% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | -2.4% | -9.7% | +7.3% | -2.2% |
| 3M | +0.4% | -23.7% | +24.1% | +0.9% |
| 6M | -9.5% | +26.5% | -36.0% | -10.9% |
| YTD | +0.5% | +57.5% | -57.0% | -2.1% |
| 1Y | -1.1% | +75.7% | -76.8% | -4.4% |
| 3Y | +46.0% | +19.5% | +26.6% | +43.0% |
| All | +53.9% | +82.7% | -28.8% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling