+47.3%
DLR vs LSCC
+81.4%
-34.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -1.4% |
| 7D | -3.6% | +13.0% | -16.6% | -5.5% |
| 30D | -3.5% | -19.8% | +16.4% | -0.4% |
| 3M | -8.9% | -18.4% | +9.5% | -6.5% |
| 6M | -11.6% | -16.1% | +4.5% | -10.8% |
| YTD | +14.9% | +42.7% | -27.8% | +5.3% |
| 1Y | +6.4% | +68.0% | -61.6% | -5.0% |
| 3Y | +47.3% | +85.8% | -38.6% | +23.5% |
| All | +47.3% | +81.4% | -34.1% | +23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling