+123.8%
LSCC vs DD
+91.0%
+32.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.8% | +11.2% | +11.1% |
| 7D | +14.5% | +3.2% | +11.2% | +11.5% |
| 30D | -0.1% | +20.3% | -20.3% | -15.3% |
| 3M | -2.7% | +8.2% | -10.8% | -9.1% |
| 6M | -4.8% | +3.4% | -8.2% | -7.8% |
| YTD | +66.9% | +30.6% | +36.2% | +31.7% |
| 1Y | +85.8% | +30.6% | +55.2% | +46.8% |
| All | +123.8% | +91.0% | +32.8% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling