+54,893.9%
DHR vs LSCC
+10,808.2%
+44,085.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.4% |
| 3M | +11.5% | -23.7% | +35.2% | +14.5% |
| 6M | +1.9% | +26.5% | -24.6% | -3.6% |
| YTD | -8.9% | +57.5% | -66.4% | -17.0% |
| 1Y | +5.1% | +75.7% | -70.6% | -6.2% |
| 3Y | -10.3% | +19.5% | -29.7% | -18.5% |
| 5Y | -27.8% | +83.8% | -111.6% | -40.1% |
| 10Y | +203.6% | +1,772.4% | -1,568.7% | +71.6% |
| All | +54,893.9% | +10,808.2% | +44,085.6% | +21,254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling