+38.6%
LSCC vs WWD
+188.4%
-149.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.6% |
| 7D | +5.0% | +0.4% | +4.6% | +5.0% |
| 30D | -11.7% | -0.4% | -11.3% | -10.9% |
| 3M | -13.3% | -6.1% | -7.2% | -8.7% |
| 6M | -12.5% | -9.5% | -3.0% | -6.7% |
| YTD | +51.2% | +10.8% | +40.4% | +39.6% |
| 1Y | +65.9% | +23.5% | +42.4% | +40.1% |
| 3Y | +95.3% | +151.3% | -55.9% | -3.1% |
| 5Y | +38.6% | +187.8% | -149.2% | -39.8% |
| All | +38.6% | +188.4% | -149.7% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling