+1,341.1%
LSCC vs DD
+100.6%
+1,240.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.1% |
| 7D | +5.0% | +2.2% | +2.8% | +3.7% |
| 30D | -11.7% | +20.7% | -32.4% | -22.2% |
| 3M | -13.3% | +11.3% | -24.6% | -19.1% |
| 6M | -12.5% | +6.0% | -18.5% | -15.7% |
| YTD | +51.2% | +31.7% | +19.5% | +26.8% |
| 1Y | +65.9% | +32.2% | +33.7% | +38.8% |
| 3Y | +95.3% | +92.7% | +2.7% | +28.1% |
| 5Y | +38.6% | +72.1% | -33.5% | -2.7% |
| All | +1,341.1% | +100.6% | +1,240.4% | +749.6% |
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