+1,086.5%
DIA vs LSCC
+811.9%
+274.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -8.6% | +5.1% | -2.2% |
| 7D | -1.6% | -4.8% | +3.2% | -1.1% |
| 30D | 0.0% | -27.1% | +27.1% | +4.5% |
| 3M | -4.9% | -23.6% | +18.7% | -1.7% |
| 6M | +5.0% | -19.8% | +24.9% | +6.6% |
| YTD | +8.2% | +33.2% | -25.0% | +0.4% |
| 1Y | +10.3% | +55.2% | -44.9% | -0.3% |
| 3Y | +58.4% | +70.1% | -11.7% | +35.1% |
| 5Y | +54.3% | +19.5% | +34.8% | +33.8% |
| 10Y | +248.6% | +1,164.9% | -916.3% | +97.5% |
| All | +1,086.5% | +811.9% | +274.6% | +379.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling