+87.8%
DT vs LSCC
+473.2%
-385.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.2% | +1.4% |
| 7D | +3.1% | +7.0% | -3.8% | +0.7% |
| 30D | -29.5% | -2.3% | -27.2% | -30.1% |
| 3M | -11.7% | -12.5% | +0.8% | -10.4% |
| 6M | +29.0% | -10.6% | +39.6% | +25.5% |
| YTD | +3.4% | +52.7% | -49.3% | -20.3% |
| 1Y | -4.2% | +74.0% | -78.2% | -30.1% |
| 3Y | -12.8% | +104.8% | -117.6% | -48.8% |
| 5Y | -39.6% | +36.2% | -75.8% | -60.6% |
| All | +87.8% | +473.2% | -385.4% | -51.3% |
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 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