+38.6%
LSCC vs DD
+70.0%
-31.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -3.4% |
| 7D | +5.0% | +2.2% | +2.8% | +3.2% |
| 30D | -11.7% | +20.7% | -32.4% | -25.8% |
| 3M | -13.3% | +11.3% | -24.6% | -21.4% |
| 6M | -12.5% | +6.0% | -18.5% | -17.2% |
| YTD | +51.2% | +31.7% | +19.5% | +17.1% |
| 1Y | +65.9% | +32.2% | +33.7% | +28.0% |
| 3Y | +95.3% | +92.7% | +2.7% | +2.7% |
| 5Y | +38.6% | +72.1% | -33.5% | -17.7% |
| All | +38.6% | +70.0% | -31.4% | -17.7% |
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