+583.4%
DG vs LSCC
+5,192.2%
-4,608.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.3% |
| 7D | +8.4% | +1.3% | +7.1% | +8.3% |
| 30D | +4.9% | -9.7% | +14.6% | +5.7% |
| 3M | +29.3% | -23.7% | +53.0% | +31.4% |
| 6M | -11.3% | +26.5% | -37.8% | -14.0% |
| YTD | +1.8% | +57.5% | -55.8% | -3.5% |
| 1Y | +25.3% | +75.7% | -50.3% | +17.5% |
| 3Y | +9.1% | +19.5% | -10.4% | +3.3% |
| 5Y | -34.9% | +83.8% | -118.6% | -42.6% |
| 10Y | +108.2% | +1,772.4% | -1,664.2% | +41.2% |
| All | +583.4% | +5,192.2% | -4,608.8% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling