-28.8%
DOW vs LSCC
+47.5%
-76.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.4% | -7.0% | +1.5% |
| 7D | -0.5% | +14.5% | -15.0% | -3.1% |
| 30D | +15.7% | -0.1% | +15.8% | +14.8% |
| 3M | +5.3% | -2.7% | +8.0% | +4.4% |
| 6M | -14.2% | -4.8% | -9.4% | -16.2% |
| YTD | +43.9% | +66.9% | -22.9% | +20.3% |
| 1Y | +53.1% | +85.8% | -32.8% | +24.3% |
| 3Y | -21.8% | +115.6% | -137.4% | -42.1% |
| All | -28.8% | +47.5% | -76.3% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling