+1,486.2%
LSCC vs DTE
+152.1%
+1,334.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.5% | +9.9% | +10.2% |
| 7D | +14.5% | +1.6% | +12.9% | +14.0% |
| 30D | -0.1% | +9.1% | -9.1% | -2.9% |
| 3M | -2.7% | +2.4% | -5.1% | -3.5% |
| 6M | -4.8% | -0.2% | -4.6% | -5.3% |
| YTD | +66.9% | +11.0% | +55.8% | +59.7% |
| 1Y | +85.8% | +3.4% | +82.5% | +82.2% |
| 3Y | +115.6% | +57.1% | +58.5% | +78.3% |
| 5Y | +48.8% | +46.6% | +2.3% | +24.9% |
| All | +1,486.2% | +152.1% | +1,334.1% | +1,034.0% |
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 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