+82.0%
LSCC vs DD
+61.3%
+20.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.7% |
| 7D | +1.3% | -3.5% | +4.8% | +4.7% |
| 30D | -9.7% | -10.3% | +0.6% | -0.3% |
| 3M | -23.7% | -7.5% | -16.2% | -18.2% |
| 6M | +26.5% | -8.0% | +34.5% | +35.9% |
| YTD | +57.5% | +10.5% | +47.0% | +43.9% |
| 1Y | +75.7% | +38.3% | +37.4% | +27.6% |
| 3Y | +19.5% | +42.5% | -23.0% | -15.6% |
| All | +82.0% | +61.3% | +20.7% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling