+35.1%
LSCC vs DBX
+24.0%
+11.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.5% | -5.5% |
| 7D | +7.0% | -3.3% | +10.2% | +8.3% |
| 30D | -2.3% | -5.9% | +3.6% | -0.5% |
| 3M | -12.5% | -6.7% | -5.8% | -11.8% |
| 6M | -10.6% | +28.0% | -38.6% | -26.5% |
| YTD | +52.7% | +20.6% | +32.1% | +26.8% |
| 1Y | +74.0% | +10.3% | +63.7% | +53.1% |
| 3Y | +104.8% | +24.0% | +80.7% | +47.9% |
| All | +35.1% | +24.0% | +11.1% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling