-43.0%
DT vs LSCC
+26.3%
-69.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -2.2% |
| 7D | -24.7% | +13.0% | -37.7% | -27.3% |
| 30D | -27.4% | -19.8% | -7.5% | -24.2% |
| 3M | -11.1% | -18.4% | +7.3% | -8.3% |
| 6M | +13.7% | -16.1% | +29.8% | +13.3% |
| YTD | +0.2% | +42.7% | -42.5% | -17.0% |
| 1Y | -5.7% | +68.0% | -73.7% | -26.2% |
| 3Y | -8.1% | +85.8% | -94.0% | -39.1% |
| All | -43.0% | +26.3% | -69.3% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling