+235.9%
DIA vs LSCC
+1,333.6%
-1,097.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.1% |
| 7D | +0.9% | +5.0% | -4.1% | 0.0% |
| 30D | +1.1% | -11.7% | +12.9% | +2.7% |
| 3M | -2.9% | -13.3% | +10.4% | -1.5% |
| 6M | +5.9% | -12.5% | +18.4% | +6.0% |
| YTD | +9.8% | +51.2% | -41.4% | -1.6% |
| 1Y | +11.7% | +65.9% | -54.2% | -1.7% |
| 3Y | +59.5% | +95.3% | -35.8% | +28.8% |
| 5Y | +57.5% | +38.6% | +18.9% | +28.7% |
| 10Y | +235.9% | +1,352.3% | -1,116.4% | +62.2% |
| All | +235.9% | +1,333.6% | -1,097.7% | +62.2% |
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