+660.4%
WDC vs LSCC
+1,333.6%
-673.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.9% |
| 7D | -16.7% | +5.0% | -21.8% | -18.4% |
| 30D | -27.2% | -11.7% | -15.5% | -22.7% |
| 3M | -34.0% | -13.3% | -20.7% | -29.8% |
| 6M | -39.7% | -12.5% | -27.2% | -35.2% |
| YTD | +68.1% | +51.2% | +16.9% | +41.4% |
| 1Y | +66.3% | +65.9% | +0.4% | +33.9% |
| 3Y | +754.4% | +95.3% | +659.1% | +482.3% |
| 5Y | +595.8% | +38.6% | +557.2% | +408.1% |
| 10Y | +660.4% | +1,352.3% | -692.0% | +100.1% |
| All | +660.4% | +1,333.6% | -673.2% | +100.1% |
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 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