+136.5%
WMT vs LSCC
+99.6%
+36.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +1.6% |
| 7D | +2.0% | +7.0% | -4.9% | +1.9% |
| 30D | +10.3% | -2.3% | +12.6% | +10.3% |
| 3M | +11.0% | -12.5% | +23.5% | +11.3% |
| 6M | -2.3% | -10.6% | +8.2% | -2.6% |
| YTD | +15.7% | +52.7% | -37.0% | +11.2% |
| 1Y | +26.0% | +74.0% | -48.0% | +20.0% |
| 3Y | +136.5% | +104.8% | +31.7% | +108.3% |
| All | +136.5% | +99.6% | +36.9% | +108.3% |
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