+423.4%
WMT vs LSCC
+1,791.9%
-1,368.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | +0.1% | +5.2% | -5.1% | -0.2% |
| 30D | -5.0% | -9.6% | +4.7% | -4.4% |
| 3M | -11.3% | -17.8% | +6.5% | -10.6% |
| 6M | -13.8% | +37.4% | -51.2% | -16.6% |
| YTD | -4.2% | +59.7% | -63.9% | -8.6% |
| 1Y | +4.6% | +76.2% | -71.7% | -1.3% |
| 3Y | +100.5% | +28.2% | +72.3% | +89.1% |
| 5Y | +129.7% | +87.2% | +42.5% | +104.9% |
| 10Y | +423.4% | +1,795.0% | -1,371.6% | +274.2% |
| All | +423.4% | +1,791.9% | -1,368.5% | +274.2% |
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