+3,551.7%
DLR vs LSCC
+2,007.1%
+1,544.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.3% | +2.3% |
| 7D | +2.8% | +3.0% | -0.1% | +2.0% |
| 30D | +2.8% | -19.3% | +22.1% | +6.8% |
| 3M | -4.0% | -22.3% | +18.3% | +0.2% |
| 6M | -5.6% | -14.6% | +9.0% | -4.7% |
| YTD | +21.9% | +45.8% | -23.8% | +9.2% |
| 1Y | +13.0% | +69.6% | -56.6% | -2.0% |
| 3Y | +52.2% | +86.1% | -33.9% | +22.5% |
| 5Y | +40.3% | +30.7% | +9.6% | +15.8% |
| 10Y | +186.1% | +1,283.9% | -1,097.8% | +27.9% |
| All | +3,551.7% | +2,007.1% | +1,544.6% | +759.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling