+13.0%
DLR vs LSCC
+57.8%
-44.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.4% |
| 7D | +2.8% | +3.0% | -0.1% | +2.2% |
| 30D | +2.8% | -19.3% | +22.1% | +5.9% |
| 3M | -4.0% | -22.3% | +18.3% | -1.1% |
| 6M | -5.6% | -14.6% | +9.0% | -5.8% |
| YTD | +21.9% | +45.8% | -23.8% | +6.4% |
| 1Y | +13.0% | +69.6% | -56.6% | -5.2% |
| All | +13.0% | +57.8% | -44.8% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling