-27.3%
DHR vs LSCC
+82.7%
-110.0%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.6% | -1.9% |
| 7D | -3.9% | +1.3% | -5.2% | -4.1% |
| 30D | +4.0% | -9.7% | +13.7% | +5.6% |
| 3M | +11.5% | -23.7% | +35.2% | +15.1% |
| 6M | +1.9% | +26.5% | -24.6% | -5.7% |
| YTD | -8.9% | +57.5% | -66.4% | -19.8% |
| 1Y | +5.1% | +75.7% | -70.6% | -10.2% |
| 3Y | -10.3% | +19.5% | -29.7% | -21.0% |
| All | -27.3% | +82.7% | -110.0% | -48.2% |
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