+240.7%
DHR vs LSCC
+1,281.8%
-1,041.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.1% | -5.4% | +0.5% |
| 7D | -0.9% | +13.0% | -13.8% | -3.0% |
| 30D | +5.4% | -19.8% | +25.2% | +8.9% |
| 3M | +15.3% | -18.4% | +33.7% | +18.3% |
| 6M | +32.1% | -16.1% | +48.2% | +32.2% |
| YTD | +1.2% | +42.7% | -41.5% | -9.8% |
| 1Y | +10.1% | +68.0% | -57.9% | -5.2% |
| 3Y | +19.9% | +85.8% | -66.0% | -4.3% |
| 5Y | -8.8% | +28.0% | -36.8% | -25.8% |
| All | +240.7% | +1,281.8% | -1,041.1% | +76.7% |
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 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