+39.7%
DLR vs LSCC
+50.4%
-10.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.2% | -1.8% |
| 7D | -2.0% | +14.5% | -16.5% | -4.6% |
| 30D | +0.5% | -0.1% | +0.6% | 0.0% |
| 3M | -4.4% | -2.7% | -1.8% | -4.7% |
| 6M | -6.4% | -4.8% | -1.6% | -7.7% |
| YTD | +19.5% | +66.9% | -47.4% | +4.8% |
| 1Y | +10.5% | +85.8% | -75.3% | -5.1% |
| 3Y | +54.0% | +115.6% | -61.6% | +21.7% |
| 5Y | +39.7% | +48.8% | -9.1% | +13.0% |
| All | +39.7% | +50.4% | -10.7% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling