+599.5%
XYZ vs LSCC
+1,244.7%
-645.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.1% | -5.4% | -1.5% |
| 7D | +12.1% | +13.0% | -0.8% | +5.6% |
| 30D | +12.4% | -19.8% | +32.2% | +22.0% |
| 3M | +8.2% | -18.4% | +26.6% | +15.0% |
| 6M | +20.7% | -16.1% | +36.8% | +21.6% |
| YTD | +31.3% | +42.7% | -11.4% | -2.0% |
| 1Y | +20.5% | +68.0% | -47.5% | -18.0% |
| 3Y | +72.6% | +85.8% | -13.2% | -4.7% |
| 5Y | -64.0% | +28.0% | -92.0% | -76.9% |
| All | +599.5% | +1,244.7% | -645.2% | +45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling