+9,126.4%
LSCC vs DD
+1,069.5%
+8,056.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.8% | -4.7% | -6.5% |
| 7D | -4.8% | +3.1% | -7.9% | -6.1% |
| 30D | -27.1% | +8.7% | -35.8% | -30.3% |
| 3M | -23.6% | -1.2% | -22.4% | -22.9% |
| 6M | -19.8% | -1.1% | -18.8% | -19.1% |
| YTD | +33.2% | +21.7% | +11.6% | +20.9% |
| 1Y | +55.2% | +24.0% | +31.2% | +39.6% |
| 3Y | +70.1% | +75.6% | -5.5% | +28.1% |
| 5Y | +19.5% | +58.2% | -38.6% | -3.6% |
| 10Y | +1,164.9% | +88.0% | +1,076.9% | +764.2% |
| All | +9,126.4% | +1,069.5% | +8,056.8% | +2,447.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling