-26.7%
DT vs LSCC
+82.7%
-109.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -2.1% |
| 7D | -3.3% | +1.3% | -4.6% | -3.6% |
| 30D | +2.0% | -9.7% | +11.7% | +4.4% |
| 3M | +20.0% | -23.7% | +43.7% | +25.9% |
| 6M | +39.3% | +26.5% | +12.8% | +23.7% |
| YTD | +19.8% | +57.5% | -37.8% | -2.0% |
| 1Y | +4.3% | +75.7% | -71.4% | -18.7% |
| 3Y | +7.7% | +19.5% | -11.8% | -9.0% |
| All | -26.7% | +82.7% | -109.4% | -55.3% |
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 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