+10,808.2%
LSCC vs DD
+961.9%
+9,846.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.8% |
| 7D | +1.3% | -3.5% | +4.8% | +3.3% |
| 30D | -9.7% | -10.3% | +0.6% | -4.2% |
| 3M | -23.7% | -7.5% | -16.2% | -20.4% |
| 6M | +26.5% | -8.0% | +34.5% | +32.7% |
| YTD | +57.5% | +10.5% | +47.0% | +50.4% |
| 1Y | +75.7% | +38.3% | +37.4% | +47.2% |
| 3Y | +19.5% | +42.5% | -23.0% | +0.2% |
| 5Y | +83.8% | +60.2% | +23.6% | +47.3% |
| 10Y | +1,772.4% | +68.9% | +1,703.5% | +1,251.2% |
| All | +10,808.2% | +961.9% | +9,846.3% | +3,067.3% |
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