+73.5%
LSCC vs DAR
+13.0%
+60.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -3.1% | -5.5% | -7.5% |
| 7D | -4.8% | -8.1% | +3.2% | -2.0% |
| 30D | -27.1% | -17.1% | -10.0% | -22.1% |
| 3M | -23.6% | -12.3% | -11.3% | -20.8% |
| 6M | -19.8% | -21.8% | +2.0% | -13.3% |
| YTD | +33.2% | +40.8% | -7.6% | +14.5% |
| 1Y | +55.2% | +57.4% | -2.1% | +27.5% |
| All | +73.5% | +13.0% | +60.5% | +52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling