+62.1%
DAL vs LSCC
+57.8%
+4.2%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +6.9% |
| 7D | +11.1% | +3.0% | +8.1% | +10.1% |
| 30D | +7.7% | -19.3% | +27.0% | +12.8% |
| 3M | -3.5% | -22.3% | +18.7% | +1.4% |
| 6M | +31.3% | -14.6% | +45.9% | +31.4% |
| YTD | +30.0% | +45.8% | -15.8% | +7.7% |
| 1Y | +62.1% | +69.6% | -7.5% | +23.5% |
| All | +62.1% | +57.8% | +4.2% | +23.5% |
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