+2,284.8%
LSCC vs CDW
+903.1%
+1,381.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.0% | +3.0% | +2.6% |
| 7D | +1.3% | +3.2% | -1.9% | -0.8% |
| 30D | -9.7% | +9.3% | -19.0% | -15.3% |
| 3M | -23.7% | +9.8% | -33.5% | -29.7% |
| 6M | +26.5% | +23.3% | +3.1% | +2.4% |
| YTD | +57.5% | +13.7% | +43.9% | +32.8% |
| 1Y | +75.7% | -6.5% | +82.2% | +70.3% |
| 3Y | +19.5% | -25.2% | +44.7% | +36.7% |
| 5Y | +83.8% | -19.5% | +103.3% | +102.7% |
| 10Y | +1,772.4% | +285.8% | +1,486.6% | +888.8% |
| All | +2,284.8% | +903.1% | +1,381.7% | +967.2% |
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