+76.2%
LSCC vs DBX
+13.3%
+62.9%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +0.7% |
| 7D | +5.2% | -1.3% | +6.5% | +4.9% |
| 30D | -9.6% | -2.9% | -6.8% | -10.1% |
| 3M | -17.8% | +23.8% | -41.6% | -13.5% |
| 6M | +37.4% | +26.2% | +11.2% | +45.3% |
| YTD | +59.7% | +21.6% | +38.1% | +70.8% |
| 1Y | +76.2% | +11.4% | +64.8% | +87.4% |
| All | +76.2% | +13.3% | +62.9% | +87.4% |
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