-4.9%
DOW vs LSCC
+717.9%
-722.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -3.4% |
| 7D | -9.5% | +13.0% | -22.5% | -12.4% |
| 30D | +13.1% | -19.8% | +32.9% | +17.8% |
| 3M | +4.8% | -18.4% | +23.2% | +8.0% |
| 6M | -16.7% | -16.1% | -0.5% | -16.9% |
| YTD | +38.9% | +42.7% | -3.9% | +16.7% |
| 1Y | +48.3% | +68.0% | -19.7% | +18.6% |
| 3Y | -24.4% | +85.8% | -110.2% | -44.9% |
| 5Y | -29.2% | +28.0% | -57.2% | -46.5% |
| All | -4.9% | +717.9% | -722.8% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling