+599.6%
XYZ vs LSCC
+1,772.4%
-1,172.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.6% |
| 7D | -1.0% | +1.3% | -2.3% | -1.5% |
| 30D | -1.7% | -9.7% | +8.0% | +2.5% |
| 3M | +16.7% | -23.7% | +40.5% | +27.9% |
| 6M | +26.9% | +26.5% | +0.4% | +6.8% |
| YTD | +27.1% | +57.5% | -30.4% | -6.2% |
| 1Y | +9.3% | +75.7% | -66.4% | -25.1% |
| 3Y | +42.3% | +19.5% | +22.8% | +5.0% |
| 5Y | -69.3% | +83.8% | -153.1% | -82.6% |
| All | +599.6% | +1,772.4% | -1,172.8% | +48.4% |
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