+240.9%
DIA vs LSCC
+1,398.6%
-1,157.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.4% | -6.3% | +0.7% |
| 7D | +0.8% | +19.3% | -18.6% | -2.4% |
| 30D | +1.4% | -9.6% | +11.1% | +2.6% |
| 3M | -2.7% | -12.4% | +9.7% | -1.4% |
| 6M | +6.2% | -10.5% | +16.7% | +5.9% |
| YTD | +10.1% | +54.8% | -44.7% | -1.7% |
| 1Y | +13.0% | +79.4% | -66.4% | -2.0% |
| 3Y | +61.9% | +109.6% | -47.7% | +29.0% |
| 5Y | +57.1% | +40.4% | +16.7% | +28.1% |
| 10Y | +240.9% | +1,379.1% | -1,138.2% | +63.9% |
| All | +240.9% | +1,398.6% | -1,157.7% | +63.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling