+1,236.1%
LSCC vs CDW
+303.2%
+932.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +8.0% | +7.7% |
| 7D | +13.0% | +2.1% | +10.9% | +10.7% |
| 30D | -19.8% | +14.7% | -34.6% | -27.8% |
| 3M | -18.4% | +11.1% | -29.5% | -26.2% |
| 6M | -16.1% | +45.6% | -61.7% | -39.7% |
| YTD | +42.7% | +17.1% | +25.6% | +13.9% |
| 1Y | +68.0% | +13.2% | +54.8% | +37.9% |
| 3Y | +85.8% | -22.2% | +108.0% | +105.2% |
| 5Y | +28.0% | -10.1% | +38.2% | +29.2% |
| All | +1,236.1% | +303.2% | +932.9% | +721.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling