-37.4%
DOW vs LSCC
+82.7%
-120.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.4% |
| 7D | -2.4% | +1.3% | -3.7% | -2.7% |
| 30D | +0.4% | -9.7% | +10.0% | +2.2% |
| 3M | -14.4% | -23.7% | +9.3% | -10.9% |
| 6M | -7.0% | +26.5% | -33.5% | -15.2% |
| YTD | +30.2% | +57.5% | -27.3% | +11.4% |
| 1Y | +29.2% | +75.7% | -46.5% | +7.0% |
| 3Y | -36.7% | +19.5% | -56.2% | -46.9% |
| All | -37.4% | +82.7% | -120.2% | -56.9% |
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