+100.8%
DG vs LSCC
+1,351.6%
-1,250.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.1% | 0.0% |
| 7D | +0.3% | +7.0% | -6.7% | -0.2% |
| 30D | +3.2% | -2.3% | +5.5% | +3.1% |
| 3M | +10.4% | -12.5% | +22.9% | +10.9% |
| 6M | +33.2% | -10.6% | +43.7% | +32.6% |
| YTD | +3.0% | +52.7% | -49.7% | -2.6% |
| 1Y | +31.2% | +74.0% | -42.8% | +22.6% |
| 3Y | +21.8% | +104.8% | -83.0% | +8.6% |
| 5Y | -35.0% | +36.2% | -71.2% | -41.6% |
| All | +100.8% | +1,351.6% | -1,250.8% | +34.4% |
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