-5.2%
LSCC vs DBX
+25.7%
-30.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -2.5% |
| 7D | +21.2% | -6.3% | +27.5% | +16.4% |
| 30D | -1.9% | -5.9% | +4.0% | -5.3% |
| 3M | -8.1% | -0.4% | -7.7% | -7.2% |
| 6M | -5.2% | +29.8% | -35.1% | +15.2% |
| All | -5.2% | +25.7% | -30.9% | +15.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling