-10.0%
DHR vs LSCC
+33.9%
-44.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.8% | +1.2% |
| 7D | +1.2% | +7.0% | -5.8% | -0.1% |
| 30D | +3.7% | -2.3% | +6.0% | +3.5% |
| 3M | +14.5% | -12.5% | +27.0% | +15.7% |
| 6M | +40.9% | -10.6% | +51.5% | +39.2% |
| YTD | +2.4% | +52.7% | -50.3% | -10.5% |
| 1Y | +6.1% | +74.0% | -67.8% | -9.8% |
| 3Y | +21.0% | +104.8% | -83.8% | -7.1% |
| All | -10.0% | +33.9% | -44.0% | -33.4% |
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