-31.9%
DG vs LSCC
+17.9%
-49.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.6% | +6.0% | -2.3% |
| 7D | +6.1% | -4.8% | +10.9% | +6.2% |
| 30D | +11.9% | -27.1% | +39.0% | +13.1% |
| 3M | +9.3% | -23.6% | +32.9% | +10.1% |
| 6M | +19.1% | -19.8% | +39.0% | +19.1% |
| YTD | +5.9% | +33.2% | -27.3% | +2.8% |
| 1Y | +39.8% | +55.2% | -15.4% | +34.6% |
| 3Y | +23.4% | +70.1% | -46.7% | +16.1% |
| All | -31.9% | +17.9% | -49.8% | -38.7% |
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 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