-18.9%
WBD vs LSCC
+766.4%
-785.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.6% | -4.3% | 0.0% |
| 7D | +3.1% | -7.9% | +11.0% | +4.8% |
| 30D | +34.4% | -3.2% | +37.6% | +34.9% |
| 3M | +110.6% | +9.0% | +101.6% | +105.1% |
| 6M | +153.4% | +35.1% | +118.2% | +131.8% |
| YTD | +117.4% | +18.4% | +99.0% | +103.8% |
| 1Y | +150.3% | +23.0% | +127.3% | +132.1% |
| 3Y | +112.8% | +7.7% | +105.0% | +95.6% |
| 5Y | +0.3% | +76.4% | -76.2% | -18.0% |
| All | -18.9% | +766.4% | -785.4% | -49.3% |
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