+10.8%
WBD vs LSCC
+1,791.9%
-1,781.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.8% |
| 7D | -0.7% | +5.2% | -5.9% | -1.8% |
| 30D | +5.0% | -9.6% | +14.6% | +7.1% |
| 3M | +6.2% | -17.8% | +24.0% | +9.3% |
| 6M | +0.6% | +37.4% | -36.8% | -9.0% |
| YTD | -2.4% | +59.7% | -62.1% | -15.5% |
| 1Y | +127.7% | +76.2% | +51.5% | +91.2% |
| 3Y | +148.4% | +28.2% | +120.2% | +111.7% |
| 5Y | +4.2% | +87.2% | -83.0% | -20.7% |
| 10Y | +10.8% | +1,795.0% | -1,784.2% | -42.4% |
| All | +10.8% | +1,791.9% | -1,781.2% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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