-20.0%
DRAM vs LSCC
-19.6%
-0.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -8.6% | -9.4% | -9.3% |
| 7D | -28.5% | -4.8% | -23.7% | -24.7% |
| 30D | -37.8% | -27.1% | -10.7% | -13.8% |
| 3M | -31.1% | -23.6% | -7.5% | -10.0% |
| 6M | -20.0% | -19.8% | -0.2% | +9.5% |
| All | -20.0% | -19.6% | -0.5% | +9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling