-100.0%
DFNS vs LSCC
+277.7%
-377.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.4% | -11.4% | -2.9% |
| 7D | -42.8% | +19.3% | -62.1% | -42.7% |
| 30D | -67.6% | -9.6% | -57.9% | -67.6% |
| 3M | -94.9% | -12.4% | -82.4% | -94.9% |
| 6M | -96.7% | -10.5% | -86.3% | -96.7% |
| YTD | -99.6% | +54.8% | -154.4% | -99.6% |
| 1Y | -99.7% | +79.4% | -179.1% | -99.7% |
| 3Y | -100.0% | +109.6% | -209.6% | -100.0% |
| 5Y | -100.0% | +40.4% | -140.3% | -100.0% |
| All | -100.0% | +277.7% | -377.7% | -100.0% |
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