+181.2%
DLR vs LSCC
+1,351.6%
-1,170.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.6% | -1.0% |
| 7D | +3.3% | +7.0% | -3.7% | +2.0% |
| 30D | +4.6% | -2.3% | +6.9% | +4.4% |
| 3M | -8.3% | -12.5% | +4.2% | -6.9% |
| 6M | -5.6% | -10.6% | +5.0% | -5.7% |
| YTD | +18.7% | +52.7% | -34.0% | +7.3% |
| 1Y | +17.1% | +74.0% | -56.9% | +3.4% |
| 3Y | +54.4% | +104.8% | -50.4% | +26.9% |
| 5Y | +36.5% | +36.2% | +0.2% | +15.1% |
| All | +181.2% | +1,351.6% | -1,170.4% | +61.8% |
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