+28.2%
LSCC vs DGX
+96.8%
-68.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +5.2% | -0.3% | +5.5% | +5.3% |
| 30D | -9.6% | -1.2% | -8.4% | -9.4% |
| 3M | -17.8% | +19.9% | -37.7% | -21.7% |
| 6M | +37.4% | +19.2% | +18.2% | +30.6% |
| YTD | +59.7% | +37.5% | +22.2% | +45.0% |
| 1Y | +76.2% | +31.3% | +44.9% | +62.0% |
| 3Y | +28.2% | +96.6% | -68.4% | +7.5% |
| All | +28.2% | +96.8% | -68.6% | +7.5% |
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 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