+1,486.2%
LSCC vs DGX
+278.3%
+1,207.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +0.1% | +10.3% | +10.3% |
| 7D | +14.5% | +1.2% | +13.3% | +14.0% |
| 30D | -0.1% | +11.2% | -11.3% | -4.4% |
| 3M | -2.7% | +9.3% | -12.0% | -6.6% |
| 6M | -4.8% | +37.4% | -42.2% | -17.9% |
| YTD | +66.9% | +51.6% | +15.3% | +37.2% |
| 1Y | +85.8% | +39.3% | +46.6% | +58.6% |
| 3Y | +115.6% | +106.1% | +9.4% | +51.3% |
| 5Y | +48.8% | +92.2% | -43.4% | +6.8% |
| All | +1,486.2% | +278.3% | +1,207.9% | +741.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling