+74.4%
DE vs LSCC
+20.0%
+54.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -0.5% |
| 7D | +10.0% | +1.3% | +8.7% | +9.8% |
| 30D | +13.3% | -9.7% | +23.0% | +15.1% |
| 3M | +17.5% | -23.7% | +41.2% | +21.8% |
| 6M | +13.6% | +26.5% | -12.9% | +7.3% |
| YTD | +49.8% | +57.5% | -7.7% | +35.7% |
| 1Y | +47.9% | +75.7% | -27.8% | +30.5% |
| All | +74.4% | +20.0% | +54.4% | +54.0% |
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