+3,595.7%
DLR vs LSCC
+2,177.0%
+1,418.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.0% | -1.7% | -0.1% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | -3.4% | -9.7% | +6.3% | -1.4% |
| 3M | +0.5% | -23.7% | +24.2% | +4.7% |
| 6M | +4.6% | +26.5% | -21.9% | -2.4% |
| YTD | +23.4% | +57.5% | -34.1% | +9.5% |
| 1Y | +19.0% | +75.7% | -56.7% | +2.7% |
| 3Y | +56.5% | +19.5% | +37.1% | +38.1% |
| 5Y | +33.3% | +83.8% | -50.4% | +2.9% |
| 10Y | +165.1% | +1,772.4% | -1,607.2% | +10.8% |
| All | +3,595.7% | +2,177.0% | +1,418.6% | +761.2% |
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 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