+85.8%
LSCC vs DTE
+49.5%
+36.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +7.0% | +7.1% |
| 7D | +13.0% | -0.3% | +13.3% | +13.0% |
| 30D | -19.8% | +6.2% | -26.0% | -19.8% |
| 3M | -18.4% | -2.6% | -15.8% | -18.2% |
| 6M | -16.1% | -3.5% | -12.6% | -16.3% |
| YTD | +42.7% | +7.4% | +35.4% | +41.0% |
| 1Y | +68.0% | +4.2% | +63.8% | +66.3% |
| 3Y | +85.8% | +51.7% | +34.1% | +63.7% |
| All | +85.8% | +49.5% | +36.4% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling