+1,379.1%
LSCC vs DAR
+288.2%
+1,090.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +4.7% | +3.8% | +6.5% |
| 7D | +19.3% | -2.8% | +22.1% | +20.8% |
| 30D | -9.6% | -12.8% | +3.2% | -4.4% |
| 3M | -12.4% | -11.6% | -0.8% | -8.7% |
| 6M | -10.5% | -16.8% | +6.3% | -4.6% |
| YTD | +54.8% | +45.9% | +8.9% | +29.8% |
| 1Y | +79.4% | +61.5% | +17.9% | +43.8% |
| 3Y | +109.6% | +23.0% | +86.6% | +78.7% |
| 5Y | +40.4% | -35.8% | +76.2% | +53.0% |
| 10Y | +1,379.1% | +280.4% | +1,098.7% | +709.3% |
| All | +1,379.1% | +288.2% | +1,090.8% | +709.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling