+82.0%
LSCC vs DAR
-11.0%
+93.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.8% | +2.4% |
| 7D | +1.3% | +1.4% | 0.0% | +0.6% |
| 30D | -9.7% | +12.8% | -22.5% | -14.7% |
| 3M | -23.7% | +7.4% | -31.1% | -26.5% |
| 6M | +26.5% | +22.3% | +4.2% | +14.5% |
| YTD | +57.5% | +81.1% | -23.6% | +20.2% |
| 1Y | +75.7% | +106.5% | -30.8% | +25.3% |
| 3Y | +19.5% | +5.3% | +14.2% | +10.3% |
| All | +82.0% | -11.0% | +93.0% | +69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling