+1,221.5%
WDC vs LSCC
+1,763.3%
-541.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.0% | +3.9% | +4.9% |
| 7D | +1.7% | +1.3% | +0.4% | +1.1% |
| 30D | -10.0% | -9.7% | -0.3% | -5.4% |
| 3M | -18.8% | -23.7% | +5.0% | -6.4% |
| 6M | +79.0% | +26.5% | +52.5% | +64.8% |
| YTD | +171.6% | +57.5% | +114.0% | +126.9% |
| 1Y | +417.4% | +75.7% | +341.7% | +309.3% |
| 3Y | +1,251.8% | +19.5% | +1,232.3% | +1,051.0% |
| 5Y | +911.7% | +83.8% | +827.9% | +559.4% |
| All | +1,221.5% | +1,763.3% | -541.8% | +257.3% |
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