+37.5%
DIS vs LSCC
+97.7%
-60.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.3% |
| 7D | +4.4% | +5.0% | -0.6% | +3.7% |
| 30D | +10.3% | -11.7% | +22.1% | +11.5% |
| 3M | +15.5% | -13.3% | +28.8% | +16.6% |
| 6M | +11.2% | -12.5% | +23.7% | +10.5% |
| YTD | +5.6% | +51.2% | -45.6% | -5.6% |
| 1Y | +7.7% | +65.9% | -58.1% | -5.6% |
| All | +37.5% | +97.7% | -60.2% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling