+1,351.6%
LSCC vs DD
+97.1%
+1,254.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.1% |
| 7D | +7.0% | +5.0% | +2.0% | +3.6% |
| 30D | -2.3% | +19.7% | -22.0% | -13.4% |
| 3M | -12.5% | +7.2% | -19.7% | -16.3% |
| 6M | -10.6% | +1.0% | -11.6% | -11.0% |
| YTD | +52.7% | +29.1% | +23.6% | +29.8% |
| 1Y | +74.0% | +28.5% | +45.5% | +48.4% |
| 3Y | +104.8% | +89.4% | +15.3% | +35.8% |
| 5Y | +36.2% | +67.1% | -30.9% | -2.7% |
| All | +1,351.6% | +97.1% | +1,254.4% | +767.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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