+14.1%
XYZ vs LSCC
+55.0%
-40.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.6% | +4.5% | -3.1% |
| 7D | +9.2% | -4.8% | +14.0% | +9.8% |
| 30D | +9.8% | -27.1% | +36.9% | +13.8% |
| 3M | -0.2% | -23.6% | +23.4% | +2.5% |
| 6M | +18.0% | -19.8% | +37.8% | +18.6% |
| YTD | +29.1% | +33.2% | -4.1% | +21.9% |
| 1Y | +14.1% | +55.2% | -41.1% | +2.9% |
| All | +14.1% | +55.0% | -40.9% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling