-100.0%
DFNS vs LSCC
+26.3%
-126.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | +7.1% | -19.4% | -12.2% |
| 7D | -44.0% | +13.0% | -57.0% | -43.9% |
| 30D | -69.1% | -19.8% | -49.3% | -69.2% |
| 3M | -95.6% | -18.4% | -77.2% | -95.6% |
| 6M | -96.2% | -16.1% | -80.1% | -96.2% |
| YTD | -99.6% | +42.7% | -142.3% | -99.6% |
| 1Y | -99.7% | +68.0% | -167.7% | -99.7% |
| 3Y | -100.0% | +85.8% | -185.8% | -100.0% |
| All | -100.0% | +26.3% | -126.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling