+1,379.1%
LSCC vs DTE
+138.9%
+1,240.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.0% | +7.7% |
| 7D | +19.3% | +1.8% | +17.5% | +18.7% |
| 30D | -9.6% | +9.0% | -18.7% | -12.2% |
| 3M | -12.4% | -0.2% | -12.2% | -12.5% |
| 6M | -10.5% | +0.1% | -10.5% | -11.1% |
| YTD | +54.8% | +10.0% | +44.8% | +48.6% |
| 1Y | +79.4% | +4.7% | +74.7% | +75.1% |
| 3Y | +109.6% | +55.7% | +53.9% | +73.8% |
| 5Y | +40.4% | +45.1% | -4.8% | +18.1% |
| 10Y | +1,379.1% | +145.1% | +1,234.0% | +962.3% |
| All | +1,379.1% | +138.9% | +1,240.2% | +962.3% |
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