+245.2%
DHR vs LSCC
+1,498.6%
-1,253.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.4% | -10.7% | -2.1% |
| 7D | +0.2% | +14.5% | -14.3% | -2.3% |
| 30D | +6.4% | -0.1% | +6.4% | +5.7% |
| 3M | +13.6% | -2.7% | +16.3% | +12.9% |
| 6M | +41.9% | -4.8% | +46.7% | +38.9% |
| YTD | +3.4% | +66.9% | -63.4% | -10.4% |
| 1Y | +9.9% | +85.8% | -76.0% | -7.0% |
| 3Y | +21.6% | +115.6% | -94.0% | -5.5% |
| 5Y | -10.6% | +48.8% | -59.4% | -29.2% |
| 10Y | +245.2% | +1,490.3% | -1,245.1% | +73.6% |
| All | +245.2% | +1,498.6% | -1,253.4% | +73.6% |
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