+100.2%
DAL vs LSCC
+18.7%
+81.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.6% | +4.2% | -1.5% |
| 7D | +4.6% | -4.8% | +9.4% | +5.8% |
| 30D | +2.3% | -27.1% | +29.4% | +12.5% |
| 3M | -8.1% | -23.6% | +15.5% | -1.1% |
| 6M | +21.4% | -19.8% | +41.2% | +25.4% |
| YTD | +24.3% | +33.2% | -8.9% | +5.0% |
| 1Y | +47.4% | +55.2% | -7.9% | +17.6% |
| 3Y | +164.6% | +70.1% | +94.5% | +86.9% |
| 5Y | +100.2% | +19.5% | +80.7% | +41.2% |
| All | +100.2% | +18.7% | +81.5% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling