+1,751.4%
LSCC vs CDW
+283.9%
+1,467.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.7% |
| 7D | +1.3% | +3.2% | -1.9% | -0.9% |
| 30D | -9.7% | +9.3% | -19.0% | -15.7% |
| 3M | -23.7% | +9.8% | -33.5% | -30.1% |
| 6M | +26.5% | +23.3% | +3.1% | +0.6% |
| YTD | +57.5% | +13.7% | +43.9% | +30.9% |
| 1Y | +75.7% | -6.5% | +82.2% | +70.0% |
| 3Y | +19.5% | -25.2% | +44.7% | +38.0% |
| 5Y | +83.8% | -19.5% | +103.3% | +102.7% |
| All | +1,751.4% | +283.9% | +1,467.5% | +979.8% |
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