+148.5%
DUK vs LSCC
+1,398.6%
-1,250.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.4% | -8.2% | +0.1% |
| 7D | -0.2% | +19.3% | -19.5% | -0.5% |
| 30D | +9.8% | -9.6% | +19.5% | +10.0% |
| 3M | +3.5% | -12.4% | +15.9% | +3.7% |
| 6M | +5.0% | -10.5% | +15.4% | +4.9% |
| YTD | +12.2% | +54.8% | -42.6% | +10.1% |
| 1Y | +7.2% | +79.4% | -72.2% | +4.8% |
| 3Y | +63.0% | +109.6% | -46.5% | +55.8% |
| 5Y | +52.3% | +40.4% | +12.0% | +46.2% |
| 10Y | +148.5% | +1,379.1% | -1,230.5% | +98.4% |
| All | +148.5% | +1,398.6% | -1,250.0% | +98.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling