+1.0%
WBD vs LSCC
+82.7%
-81.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.0% |
| 7D | -1.8% | +1.3% | -3.1% | -2.2% |
| 30D | +8.8% | -9.7% | +18.5% | +11.5% |
| 3M | +4.6% | -23.7% | +28.3% | +10.6% |
| 6M | +1.1% | +26.5% | -25.4% | -9.6% |
| YTD | -2.0% | +57.5% | -59.5% | -19.1% |
| 1Y | +140.0% | +75.7% | +64.3% | +89.2% |
| 3Y | +144.4% | +19.5% | +124.9% | +103.5% |
| All | +1.0% | +82.7% | -81.7% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling