+104.8%
LSCC vs WWD
+148.2%
-43.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.0% |
| 7D | +7.0% | +4.0% | +3.0% | +4.3% |
| 30D | -2.3% | +0.4% | -2.7% | -1.8% |
| 3M | -12.5% | -7.9% | -4.6% | -6.7% |
| 6M | -10.6% | -10.6% | +0.1% | -4.1% |
| YTD | +52.7% | +9.4% | +43.3% | +43.2% |
| 1Y | +74.0% | +25.7% | +48.2% | +46.5% |
| 3Y | +104.8% | +148.5% | -43.8% | +24.4% |
| All | +104.8% | +148.2% | -43.4% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling