+1,352.3%
LSCC vs CDW
+329.6%
+1,022.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -4.2% |
| 7D | +5.0% | +13.1% | -8.0% | -3.5% |
| 30D | -11.7% | +19.1% | -30.9% | -22.3% |
| 3M | -13.3% | +24.7% | -38.0% | -27.2% |
| 6M | -12.5% | +63.4% | -75.9% | -41.6% |
| YTD | +51.2% | +26.3% | +24.9% | +15.0% |
| 1Y | +65.9% | +20.6% | +45.3% | +30.9% |
| 3Y | +95.3% | -16.3% | +111.7% | +105.8% |
| 5Y | +38.6% | -3.9% | +42.5% | +34.0% |
| 10Y | +1,352.3% | +331.5% | +1,020.8% | +759.6% |
| All | +1,352.3% | +329.6% | +1,022.8% | +759.6% |
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