+1,830.6%
LSCC vs DTE
+136.5%
+1,694.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.9% | -1.5% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -10.0% | -0.5% | -9.5% | -9.9% |
| 3M | -16.1% | -6.0% | -10.0% | -14.7% |
| 6M | +27.4% | -7.2% | +34.6% | +29.8% |
| YTD | +56.9% | +7.2% | +49.7% | +52.1% |
| 1Y | +74.6% | +4.1% | +70.5% | +70.7% |
| 3Y | +26.0% | +46.9% | -20.9% | +6.9% |
| 5Y | +86.1% | +32.9% | +53.2% | +62.3% |
| 10Y | +1,830.6% | +144.5% | +1,686.1% | +1,301.4% |
| All | +1,830.6% | +136.5% | +1,694.1% | +1,301.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling