+429.3%
DELL vs LSCC
+118.1%
+311.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +10.4% | +1.4% | +6.6% |
| 7D | +0.4% | +14.5% | -14.1% | -5.6% |
| 30D | -35.1% | -0.1% | -35.1% | -34.9% |
| 3M | -15.1% | -2.7% | -12.5% | -13.9% |
| 6M | +51.7% | -4.8% | +56.5% | +53.5% |
| YTD | +200.0% | +66.9% | +133.1% | +132.6% |
| 1Y | +172.1% | +85.8% | +86.3% | +100.7% |
| All | +429.3% | +118.1% | +311.1% | +272.3% |
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 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