+68.0%
LSCC vs WWD
+21.1%
+46.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.4% | +3.7% | +4.9% |
| 7D | +13.0% | +4.2% | +8.8% | +10.6% |
| 30D | -19.8% | -2.1% | -17.7% | -18.2% |
| 3M | -18.4% | -13.2% | -5.2% | -11.0% |
| 6M | -16.1% | -16.9% | +0.8% | -7.5% |
| YTD | +42.7% | +5.2% | +37.5% | +50.0% |
| 1Y | +68.0% | +20.6% | +47.4% | +77.1% |
| All | +68.0% | +21.1% | +46.9% | +77.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling