+74.0%
LSCC vs CDW
+19.9%
+54.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.4% |
| 7D | +7.0% | +9.3% | -2.4% | +6.0% |
| 30D | -2.3% | +14.4% | -16.7% | -3.3% |
| 3M | -12.5% | +21.4% | -33.9% | -13.9% |
| 6M | -10.6% | +72.8% | -83.4% | -12.9% |
| YTD | +52.7% | +28.0% | +24.7% | +50.2% |
| 1Y | +74.0% | +19.3% | +54.6% | +86.6% |
| All | +74.0% | +19.9% | +54.0% | +86.6% |
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 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