+9,012.0%
WMT vs LSCC
+10,808.2%
-1,796.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.3% |
| 7D | +3.9% | +1.3% | +2.6% | +3.8% |
| 30D | -4.4% | -9.7% | +5.3% | -3.7% |
| 3M | -8.8% | -23.7% | +14.9% | -7.3% |
| 6M | -15.6% | +26.5% | -42.1% | -18.3% |
| YTD | -3.2% | +57.5% | -60.7% | -8.2% |
| 1Y | +7.0% | +75.7% | -68.6% | +0.2% |
| 3Y | +105.3% | +19.5% | +85.8% | +93.5% |
| 5Y | +129.3% | +83.8% | +45.5% | +103.2% |
| 10Y | +423.9% | +1,772.4% | -1,348.4% | +262.0% |
| All | +9,012.0% | +10,808.2% | -1,796.3% | +3,450.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling