+249.2%
DIA vs LSCC
+1,772.4%
-1,523.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | -0.2% | +1.3% | -1.5% | -0.4% |
| 30D | -1.5% | -9.7% | +8.1% | 0.0% |
| 3M | +3.8% | -23.7% | +27.5% | +7.5% |
| 6M | +10.3% | +26.5% | -16.2% | +3.7% |
| YTD | +12.1% | +57.5% | -45.4% | +0.8% |
| 1Y | +18.6% | +75.7% | -57.0% | +4.0% |
| 3Y | +60.6% | +19.5% | +41.2% | +43.9% |
| 5Y | +64.4% | +83.8% | -19.3% | +28.4% |
| All | +249.2% | +1,772.4% | -1,523.1% | +73.8% |
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