+240.2%
DIA vs LSCC
+1,244.7%
-1,004.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.1% | -7.5% | -1.6% |
| 7D | -0.9% | +13.0% | -13.9% | -3.1% |
| 30D | +0.3% | -19.8% | +20.1% | +3.5% |
| 3M | -4.5% | -18.4% | +13.9% | -2.1% |
| 6M | +3.4% | -16.1% | +19.5% | +4.1% |
| YTD | +7.8% | +42.7% | -35.0% | -2.4% |
| 1Y | +10.7% | +68.0% | -57.3% | -2.9% |
| 3Y | +57.5% | +85.8% | -28.3% | +28.3% |
| 5Y | +53.7% | +28.0% | +25.7% | +27.4% |
| All | +240.2% | +1,244.7% | -1,004.5% | +65.1% |
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