+83.2%
DT vs LSCC
+400.2%
-316.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -8.6% | +2.0% | -3.9% |
| 7D | -28.3% | -4.8% | -23.5% | -27.8% |
| 30D | -28.4% | -27.1% | -1.3% | -22.0% |
| 3M | -14.1% | -23.6% | +9.5% | -8.7% |
| 6M | +13.2% | -19.8% | +33.0% | +14.0% |
| YTD | +0.8% | +33.2% | -32.4% | -18.6% |
| 1Y | -7.8% | +55.2% | -63.0% | -30.2% |
| 3Y | -8.3% | +70.1% | -78.4% | -42.3% |
| 5Y | -42.7% | +19.5% | -62.2% | -61.0% |
| All | +83.2% | +400.2% | -316.9% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling