+1,951.3%
LSCC vs DBX
+20.1%
+1,931.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +3.0% |
| 7D | +1.3% | -2.4% | +3.7% | +2.3% |
| 30D | -9.7% | -0.5% | -9.2% | -9.9% |
| 3M | -23.7% | +28.1% | -51.8% | -32.6% |
| 6M | +26.5% | +33.1% | -6.6% | +7.7% |
| YTD | +57.5% | +25.3% | +32.2% | +37.1% |
| 1Y | +75.7% | +18.3% | +57.3% | +55.8% |
| 3Y | +19.5% | +25.0% | -5.6% | +0.1% |
| 5Y | +83.8% | +7.5% | +76.2% | +59.7% |
| All | +1,951.3% | +20.1% | +1,931.2% | +1,396.3% |
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