+32.6%
DIS vs LSCC
+1,486.2%
-1,453.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.4% | -10.0% | -1.6% |
| 7D | +0.6% | +14.5% | -13.9% | -2.2% |
| 30D | +10.3% | -0.1% | +10.3% | +9.4% |
| 3M | +15.6% | -2.7% | +18.2% | +14.5% |
| 6M | +15.1% | -4.8% | +19.9% | +12.5% |
| YTD | +6.0% | +66.9% | -60.9% | -9.7% |
| 1Y | +5.7% | +85.8% | -80.2% | -12.4% |
| 3Y | +39.8% | +115.6% | -75.8% | +5.0% |
| 5Y | -23.9% | +48.8% | -72.7% | -41.3% |
| All | +32.6% | +1,486.2% | -1,453.6% | -39.0% |
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