+1,236.1%
LSCC vs DAR
+268.8%
+967.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.5% |
| 7D | +13.0% | -9.9% | +22.9% | +17.8% |
| 30D | -19.8% | -16.4% | -3.4% | -13.9% |
| 3M | -18.4% | -17.1% | -1.3% | -12.8% |
| 6M | -16.1% | -20.5% | +4.4% | -9.0% |
| YTD | +42.7% | +39.4% | +3.3% | +21.9% |
| 1Y | +68.0% | +57.2% | +10.8% | +36.0% |
| 3Y | +85.8% | +13.9% | +72.0% | +63.5% |
| 5Y | +28.0% | -40.8% | +68.9% | +44.1% |
| All | +1,236.1% | +268.8% | +967.4% | +643.3% |
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