+75.7%
LSCC vs DTE
+3.0%
+72.7%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.0% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | -9.7% | -2.6% | -7.1% | -9.7% |
| 3M | -23.7% | -3.9% | -19.8% | -25.0% |
| 6M | +26.5% | -7.9% | +34.4% | +25.5% |
| YTD | +57.5% | +7.2% | +50.3% | +49.1% |
| 1Y | +75.7% | +3.1% | +72.6% | +67.0% |
| All | +75.7% | +3.0% | +72.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 1y: compounded portfolio wealth divided by compounded DTE 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…
1y analysis · Full analysis span regression · 6 months rolling