+122.8%
DAL vs LSCC
+1,244.7%
-1,121.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.1% | -5.0% | 0.0% |
| 7D | +8.8% | +13.0% | -4.2% | +4.6% |
| 30D | +5.4% | -19.8% | +25.2% | +11.7% |
| 3M | -4.9% | -18.4% | +13.5% | -0.3% |
| 6M | +19.8% | -16.1% | +36.0% | +22.0% |
| YTD | +27.0% | +42.7% | -15.7% | +7.6% |
| 1Y | +52.5% | +68.0% | -15.6% | +22.5% |
| 3Y | +173.8% | +85.8% | +88.0% | +99.8% |
| 5Y | +104.5% | +28.0% | +76.5% | +55.4% |
| All | +122.8% | +1,244.7% | -1,121.9% | -10.7% |
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