+68.0%
LSCC vs DBX
+19.2%
+48.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.2% | +6.0% |
| 7D | +13.0% | -4.4% | +17.3% | +11.3% |
| 30D | -19.8% | +4.8% | -24.6% | -18.4% |
| 3M | -18.4% | +0.3% | -18.7% | -17.7% |
| 6M | -16.1% | +40.4% | -56.5% | -7.8% |
| YTD | +42.7% | +24.7% | +18.1% | +56.4% |
| 1Y | +68.0% | +20.9% | +47.1% | +84.9% |
| All | +68.0% | +19.2% | +48.8% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 1y: compounded portfolio wealth divided by compounded DBX 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…
1y analysis · Full analysis span regression · 6 months rolling