+82.3%
DT vs LSCC
+467.6%
-385.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.4% |
| 7D | -7.5% | +5.0% | -12.6% | -9.1% |
| 30D | -31.5% | -11.7% | -19.8% | -29.8% |
| 3M | -14.0% | -13.3% | -0.7% | -12.3% |
| 6M | +6.9% | -12.5% | +19.4% | +5.0% |
| YTD | +0.3% | +51.2% | -50.8% | -22.2% |
| 1Y | -6.9% | +65.9% | -72.8% | -30.7% |
| 3Y | -13.9% | +95.3% | -109.2% | -48.3% |
| 5Y | -39.9% | +38.6% | -78.5% | -61.1% |
| All | +82.3% | +467.6% | -385.3% | -52.5% |
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