+1,917.1%
LSCC vs CDW
+942.7%
+974.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -6.1% | -2.5% | -4.8% |
| 7D | -4.8% | -4.1% | -0.7% | -2.7% |
| 30D | -27.1% | +16.7% | -43.8% | -34.6% |
| 3M | -23.6% | +13.6% | -37.2% | -31.4% |
| 6M | -19.8% | +17.0% | -36.9% | -33.5% |
| YTD | +33.2% | +18.1% | +15.1% | +7.6% |
| 1Y | +55.2% | +10.5% | +44.8% | +31.7% |
| 3Y | +70.1% | -20.9% | +91.0% | +84.6% |
| 5Y | +19.5% | -9.3% | +28.8% | +20.8% |
| 10Y | +1,164.9% | +310.6% | +854.3% | +534.0% |
| All | +1,917.1% | +942.7% | +974.4% | +765.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling