+75.7%
LSCC vs CDW
-5.0%
+80.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.1% |
| 7D | +1.3% | +3.2% | -1.9% | +0.9% |
| 30D | -9.7% | +9.3% | -19.0% | -10.9% |
| 3M | -23.7% | +9.8% | -33.5% | -24.3% |
| 6M | +26.5% | +23.3% | +3.1% | +19.7% |
| YTD | +57.5% | +13.7% | +43.9% | +52.6% |
| 1Y | +75.7% | -6.5% | +82.2% | +84.9% |
| All | +75.7% | -5.0% | +80.7% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling