-34.0%
DG vs LSCC
+26.3%
-60.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.1% | -10.2% | -3.3% |
| 7D | +1.1% | +13.0% | -11.9% | +0.7% |
| 30D | +9.5% | -19.8% | +29.3% | +10.3% |
| 3M | +5.5% | -18.4% | +23.9% | +6.0% |
| 6M | +16.1% | -16.1% | +32.2% | +16.0% |
| YTD | +2.7% | +42.7% | -40.1% | -0.6% |
| 1Y | +42.1% | +68.0% | -25.9% | +36.5% |
| 3Y | +19.3% | +85.8% | -66.6% | +11.8% |
| All | -34.0% | +26.3% | -60.3% | -40.7% |
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