+351.3%
DAL vs LSCC
+2,034.4%
-1,683.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.2% |
| 7D | +0.1% | +1.3% | -1.2% | -0.3% |
| 30D | -13.9% | -9.7% | -4.3% | -11.4% |
| 3M | +1.1% | -23.7% | +24.8% | +7.7% |
| 6M | +26.2% | +26.5% | -0.2% | +14.5% |
| YTD | +16.4% | +57.5% | -41.1% | -2.4% |
| 1Y | +33.9% | +75.7% | -41.8% | +7.9% |
| 3Y | +93.4% | +19.5% | +73.9% | +63.8% |
| 5Y | +106.4% | +83.8% | +22.6% | +46.6% |
| 10Y | +143.0% | +1,772.4% | -1,629.4% | -21.1% |
| All | +351.3% | +2,034.4% | -1,683.2% | -21.3% |
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