+570.5%
XYZ vs LSCC
+1,746.0%
-1,175.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.3% | +14.0% | +14.8% |
| 7D | +16.5% | +3.0% | +13.6% | +14.4% |
| 30D | +15.0% | -19.3% | +34.2% | +23.9% |
| 3M | +3.5% | -22.3% | +25.8% | +12.1% |
| 6M | +21.9% | -14.6% | +36.5% | +22.3% |
| YTD | +34.6% | +45.8% | -11.1% | +2.5% |
| 1Y | +20.7% | +69.6% | -48.9% | -15.1% |
| 3Y | +80.0% | +86.1% | -6.1% | +6.1% |
| 5Y | -64.6% | +30.7% | -95.3% | -76.2% |
| 10Y | +619.5% | +1,283.9% | -664.4% | +102.3% |
| All | +570.5% | +1,746.0% | -1,175.5% | +70.9% |
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 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