+1,147.2%
LSCC vs WWD
+442.6%
+704.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -6.0% | -2.6% | -5.5% |
| 7D | -4.8% | -2.6% | -2.3% | -3.2% |
| 30D | -27.1% | -7.7% | -19.4% | -23.6% |
| 3M | -23.6% | -17.7% | -5.9% | -15.0% |
| 6M | -19.8% | -15.9% | -3.9% | -12.4% |
| YTD | +33.2% | +1.8% | +31.5% | +32.5% |
| 1Y | +55.2% | +17.4% | +37.8% | +42.8% |
| 3Y | +70.1% | +137.1% | -67.0% | +11.5% |
| 5Y | +19.5% | +162.4% | -142.9% | -26.1% |
| All | +1,147.2% | +442.6% | +704.6% | +506.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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