-10.9%
DT vs LSCC
+104.5%
-115.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.4% | -7.2% | +0.6% |
| 7D | -20.2% | +19.3% | -39.6% | -21.5% |
| 30D | -30.8% | -9.6% | -21.1% | -30.2% |
| 3M | -10.2% | -12.4% | +2.2% | -9.5% |
| 6M | +8.0% | -10.5% | +18.5% | +7.5% |
| YTD | +1.5% | +54.8% | -53.3% | -7.9% |
| 1Y | -6.9% | +79.4% | -86.3% | -17.7% |
| 3Y | -10.9% | +109.6% | -120.5% | -25.5% |
| All | -10.9% | +104.5% | -115.4% | -25.5% |
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 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