+111.8%
DG vs LSCC
+1,333.6%
-1,221.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.6% |
| 7D | +5.2% | +5.0% | +0.2% | +4.8% |
| 30D | +7.9% | -11.7% | +19.7% | +8.6% |
| 3M | +12.7% | -13.3% | +26.0% | +13.3% |
| 6M | +22.4% | -12.5% | +35.0% | +22.2% |
| YTD | +5.4% | +51.2% | -45.8% | -0.2% |
| 1Y | +39.4% | +65.9% | -26.5% | +30.8% |
| 3Y | +24.1% | +95.3% | -71.2% | +11.3% |
| 5Y | -32.2% | +38.6% | -70.8% | -39.2% |
| 10Y | +111.8% | +1,352.3% | -1,240.5% | +42.7% |
| All | +111.8% | +1,333.6% | -1,221.8% | +42.7% |
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