+85.8%
LSCC vs DAR
+11.9%
+74.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.5% |
| 7D | +13.0% | -9.9% | +22.9% | +17.2% |
| 30D | -19.8% | -16.4% | -3.4% | -14.7% |
| 3M | -18.4% | -17.1% | -1.3% | -13.5% |
| 6M | -16.1% | -20.5% | +4.4% | -9.8% |
| YTD | +42.7% | +39.4% | +3.3% | +23.0% |
| 1Y | +68.0% | +57.2% | +10.8% | +38.0% |
| 3Y | +85.8% | +13.9% | +72.0% | +63.4% |
| All | +85.8% | +11.9% | +74.0% | +63.4% |
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