+142.7%
WBD vs LSCC
+20.0%
+122.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.9% |
| 7D | -1.8% | +1.3% | -3.1% | -2.1% |
| 30D | +8.8% | -9.7% | +18.5% | +11.0% |
| 3M | +4.6% | -23.7% | +28.3% | +9.6% |
| 6M | +1.1% | +26.5% | -25.4% | -7.9% |
| YTD | -2.0% | +57.5% | -59.5% | -16.7% |
| 1Y | +140.0% | +75.7% | +64.3% | +95.7% |
| All | +142.7% | +20.0% | +122.7% | +90.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling