+247.9%
DHR vs LSCC
+1,398.6%
-1,150.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.4% | -6.3% | +0.7% |
| 7D | +3.1% | +19.3% | -16.2% | -0.1% |
| 30D | +7.0% | -9.6% | +16.6% | +8.3% |
| 3M | +15.0% | -12.4% | +27.4% | +16.5% |
| 6M | +37.9% | -10.5% | +48.4% | +36.6% |
| YTD | +3.3% | +54.8% | -51.5% | -9.2% |
| 1Y | +12.8% | +79.4% | -66.6% | -3.9% |
| 3Y | +22.4% | +109.6% | -87.2% | -4.4% |
| 5Y | -9.1% | +40.4% | -49.4% | -27.2% |
| 10Y | +247.9% | +1,379.1% | -1,131.1% | +77.9% |
| All | +247.9% | +1,398.6% | -1,150.6% | +77.9% |
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