+89.6%
DE vs LSCC
+99.6%
-10.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | 0.0% |
| 7D | +0.3% | +7.0% | -6.7% | -0.8% |
| 30D | +3.6% | -2.3% | +5.9% | +3.4% |
| 3M | +10.2% | -12.5% | +22.8% | +11.6% |
| 6M | +16.6% | -10.6% | +27.2% | +16.3% |
| YTD | +45.8% | +52.7% | -6.9% | +31.3% |
| 1Y | +43.9% | +74.0% | -30.1% | +26.3% |
| 3Y | +89.6% | +104.8% | -15.2% | +54.7% |
| All | +89.6% | +99.6% | -10.0% | +54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling