-24.4%
DOW vs LSCC
+81.4%
-105.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -3.0% |
| 7D | -9.5% | +13.0% | -22.5% | -11.6% |
| 30D | +13.1% | -19.8% | +32.9% | +16.9% |
| 3M | +4.8% | -18.4% | +23.2% | +7.5% |
| 6M | -16.7% | -16.1% | -0.5% | -17.0% |
| YTD | +38.9% | +42.7% | -3.9% | +16.2% |
| 1Y | +48.3% | +68.0% | -19.7% | +17.7% |
| 3Y | -24.4% | +85.8% | -110.2% | -47.2% |
| All | -24.4% | +81.4% | -105.7% | -47.2% |
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 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