+583.6%
WDC vs LSCC
+1,244.7%
-661.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.6% | -4.9% |
| 7D | -28.0% | +13.0% | -40.9% | -32.1% |
| 30D | -34.9% | -19.8% | -15.1% | -27.7% |
| 3M | -41.6% | -18.4% | -23.2% | -36.1% |
| 6M | -45.4% | -16.1% | -29.3% | -40.2% |
| YTD | +53.3% | +42.7% | +10.6% | +32.4% |
| 1Y | +61.5% | +68.0% | -6.5% | +29.6% |
| 3Y | +712.3% | +85.8% | +626.5% | +466.2% |
| 5Y | +524.2% | +28.0% | +496.2% | +372.6% |
| All | +583.6% | +1,244.7% | -661.1% | +85.4% |
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