+1,236.1%
LSCC vs DD
+87.9%
+1,148.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.1% | +6.0% | +6.4% |
| 7D | +13.0% | +4.6% | +8.3% | +10.0% |
| 30D | -19.8% | +11.8% | -31.6% | -25.6% |
| 3M | -18.4% | +2.2% | -20.6% | -19.4% |
| 6M | -16.1% | -1.6% | -14.5% | -14.9% |
| YTD | +42.7% | +23.0% | +19.7% | +25.3% |
| 1Y | +68.0% | +26.9% | +41.1% | +44.6% |
| 3Y | +85.8% | +77.9% | +8.0% | +28.5% |
| 5Y | +28.0% | +59.9% | -31.8% | -5.7% |
| All | +1,236.1% | +87.9% | +1,148.2% | +738.9% |
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