+69.6%
LSCC vs DGX
+45.0%
+24.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.7% |
| 7D | +3.0% | +4.1% | -1.1% | +3.4% |
| 30D | -19.3% | +10.5% | -29.8% | -18.4% |
| 3M | -22.3% | +9.8% | -32.1% | -21.6% |
| 6M | -14.6% | +34.6% | -49.1% | -16.5% |
| YTD | +45.8% | +49.8% | -4.1% | +36.8% |
| 1Y | +69.6% | +46.0% | +23.6% | +60.5% |
| All | +69.6% | +45.0% | +24.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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