+1,352.3%
LSCC vs WWD
+460.9%
+891.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +5.0% | +0.4% | +4.6% | +5.1% |
| 30D | -11.7% | -0.4% | -11.3% | -11.0% |
| 3M | -13.3% | -6.1% | -7.2% | -9.7% |
| 6M | -12.5% | -9.5% | -3.0% | -7.8% |
| YTD | +51.2% | +10.8% | +40.4% | +44.1% |
| 1Y | +65.9% | +23.5% | +42.4% | +48.7% |
| 3Y | +95.3% | +151.3% | -55.9% | +24.1% |
| 5Y | +38.6% | +187.8% | -149.2% | -18.3% |
| 10Y | +1,352.3% | +461.1% | +891.2% | +581.5% |
| All | +1,352.3% | +460.9% | +891.4% | +581.5% |
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