+38.6%
LSCC vs DGX
+100.4%
-61.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.1% |
| 7D | +5.0% | +4.6% | +0.4% | +3.3% |
| 30D | -11.7% | +11.9% | -23.6% | -15.6% |
| 3M | -13.3% | +9.2% | -22.5% | -16.6% |
| 6M | -12.5% | +39.0% | -51.5% | -25.3% |
| YTD | +51.2% | +51.4% | -0.2% | +23.1% |
| 1Y | +65.9% | +42.6% | +23.3% | +39.1% |
| 3Y | +95.3% | +105.9% | -10.6% | +30.1% |
| 5Y | +38.6% | +96.6% | -58.0% | -11.3% |
| All | +38.6% | +100.4% | -61.7% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling