+186.9%
DLR vs LSCC
+1,367.7%
-1,180.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.4% | -5.1% | +2.0% |
| 7D | +2.4% | +19.3% | -17.0% | -0.7% |
| 30D | +0.7% | -9.6% | +10.4% | +2.0% |
| 3M | -6.4% | -12.4% | +6.0% | -4.9% |
| 6M | -6.5% | -10.5% | +3.9% | -6.5% |
| YTD | +18.8% | +54.8% | -36.0% | +7.2% |
| 1Y | +9.0% | +79.4% | -70.3% | -4.1% |
| 3Y | +54.5% | +109.6% | -55.1% | +26.6% |
| 5Y | +35.8% | +40.4% | -4.5% | +14.2% |
| All | +186.9% | +1,367.7% | -1,180.8% | +63.2% |
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 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