+10,619.1%
LSCC vs DTE
+3,584.1%
+7,035.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.4% | +6.0% | +7.4% |
| 7D | +19.3% | +1.8% | +17.5% | +18.5% |
| 30D | -9.6% | +9.0% | -18.7% | -13.3% |
| 3M | -12.4% | -0.2% | -12.2% | -12.5% |
| 6M | -10.5% | +0.1% | -10.5% | -11.3% |
| YTD | +54.8% | +10.0% | +44.8% | +46.6% |
| 1Y | +79.4% | +4.7% | +74.7% | +73.7% |
| 3Y | +109.6% | +55.7% | +53.9% | +65.0% |
| 5Y | +40.4% | +45.1% | -4.8% | +12.4% |
| 10Y | +1,379.1% | +145.1% | +1,234.0% | +759.8% |
| All | +10,619.1% | +3,584.1% | +7,035.0% | +1,819.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling