+653.4%
WDC vs LSCC
+1,398.6%
-745.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.4% | +1.4% | +5.8% |
| 7D | -14.4% | +19.3% | -33.7% | -21.3% |
| 30D | -27.1% | -9.6% | -17.4% | -23.4% |
| 3M | -33.3% | -12.4% | -20.8% | -29.4% |
| 6M | -39.6% | -10.5% | -29.1% | -35.8% |
| YTD | +68.4% | +54.8% | +13.6% | +40.1% |
| 1Y | +78.2% | +79.4% | -1.2% | +38.6% |
| 3Y | +772.0% | +109.6% | +662.4% | +475.1% |
| 5Y | +584.9% | +40.4% | +544.5% | +397.1% |
| 10Y | +653.4% | +1,379.1% | -725.6% | +96.7% |
| All | +653.4% | +1,398.6% | -745.1% | +96.7% |
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