+135.7%
WMT vs LSCC
+81.4%
+54.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +7.1% | -8.9% | -1.9% |
| 7D | +1.6% | +13.0% | -11.3% | +1.4% |
| 30D | +16.1% | -19.8% | +35.9% | +16.7% |
| 3M | +12.3% | -18.4% | +30.7% | +12.8% |
| 6M | -3.1% | -16.1% | +13.0% | -3.3% |
| YTD | +13.4% | +42.7% | -29.3% | +9.1% |
| 1Y | +24.5% | +68.0% | -43.5% | +18.5% |
| 3Y | +135.7% | +85.8% | +49.8% | +111.3% |
| All | +135.7% | +81.4% | +54.3% | +111.3% |
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