+95.3%
LSCC vs DGX
+106.6%
-11.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | +5.0% | +4.6% | +0.4% | +4.2% |
| 30D | -11.7% | +11.9% | -23.6% | -13.7% |
| 3M | -13.3% | +9.2% | -22.5% | -14.9% |
| 6M | -12.5% | +39.0% | -51.5% | -20.5% |
| YTD | +51.2% | +51.4% | -0.2% | +33.0% |
| 1Y | +65.9% | +42.6% | +23.3% | +49.0% |
| 3Y | +95.3% | +105.9% | -10.6% | +42.4% |
| All | +95.3% | +106.6% | -11.3% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling