-6.2%
DOW vs LSCC
+787.0%
-793.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.4% | -9.8% | -3.3% |
| 7D | -9.4% | +19.3% | -28.8% | -13.4% |
| 30D | +8.9% | -9.6% | +18.6% | +10.3% |
| 3M | +6.7% | -12.4% | +19.2% | +8.1% |
| 6M | -14.2% | -10.5% | -3.7% | -15.7% |
| YTD | +36.9% | +54.8% | -17.9% | +12.8% |
| 1Y | +45.8% | +79.4% | -33.6% | +14.8% |
| 3Y | -23.9% | +109.6% | -133.5% | -46.2% |
| 5Y | -30.8% | +40.4% | -71.1% | -48.9% |
| All | -6.2% | +787.0% | -793.2% | -67.4% |
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