-8.1%
DT vs LSCC
+81.4%
-89.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -1.1% |
| 7D | -24.7% | +13.0% | -37.7% | -25.5% |
| 30D | -27.4% | -19.8% | -7.5% | -26.1% |
| 3M | -11.1% | -18.4% | +7.3% | -9.9% |
| 6M | +13.7% | -16.1% | +29.8% | +13.5% |
| YTD | +0.2% | +42.7% | -42.5% | -8.3% |
| 1Y | -5.7% | +68.0% | -73.7% | -16.2% |
| 3Y | -8.1% | +85.8% | -94.0% | -21.7% |
| All | -8.1% | +81.4% | -89.5% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling