+73.5%
LSCC vs WWD
+137.0%
-63.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -6.0% | -2.6% | -4.4% |
| 7D | -4.8% | -2.6% | -2.3% | -2.6% |
| 30D | -27.1% | -7.7% | -19.4% | -22.5% |
| 3M | -23.6% | -17.7% | -5.9% | -12.2% |
| 6M | -19.8% | -15.9% | -3.9% | -10.4% |
| YTD | +33.2% | +1.8% | +31.5% | +31.0% |
| 1Y | +55.2% | +17.4% | +37.8% | +36.6% |
| All | +73.5% | +137.0% | -63.5% | +7.1% |
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 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