-95.2%
DFNS vs LSCC
+22.3%
-117.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.6% |
| 7D | -16.0% | +1.3% | -17.3% | -16.0% |
| 30D | -77.7% | -9.7% | -68.0% | -77.9% |
| 3M | -77.2% | -23.7% | -53.5% | -76.8% |
| 6M | -95.2% | +26.5% | -121.7% | -95.2% |
| All | -95.2% | +22.3% | -117.5% | -95.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling