+1,758.8%
LSCC vs DBX
+19.5%
+1,739.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.1% | +10.2% | +8.3% |
| 7D | +13.0% | -4.4% | +17.3% | +14.7% |
| 30D | -19.8% | +4.8% | -24.6% | -21.8% |
| 3M | -18.4% | +0.3% | -18.7% | -20.0% |
| 6M | -16.1% | +40.4% | -56.5% | -30.7% |
| YTD | +42.7% | +24.7% | +18.1% | +22.7% |
| 1Y | +68.0% | +20.9% | +47.1% | +45.7% |
| 3Y | +85.8% | +34.5% | +51.3% | +48.2% |
| 5Y | +28.0% | +24.6% | +3.4% | +4.9% |
| All | +1,758.8% | +19.5% | +1,739.2% | +1,239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling