+19.5%
LSCC vs CDW
-8.7%
+28.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -6.1% | -2.5% | -4.6% |
| 7D | -4.8% | -4.1% | -0.7% | -2.4% |
| 30D | -27.1% | +16.7% | -43.8% | -35.3% |
| 3M | -23.6% | +13.6% | -37.2% | -32.1% |
| 6M | -19.8% | +17.0% | -36.9% | -35.1% |
| YTD | +33.2% | +18.1% | +15.1% | +3.6% |
| 1Y | +55.2% | +10.5% | +44.8% | +29.3% |
| 3Y | +70.1% | -20.9% | +91.0% | +93.1% |
| 5Y | +19.5% | -9.3% | +28.8% | +13.3% |
| All | +19.5% | -8.7% | +28.2% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling