+1,751.4%
LSCC vs DRI
+361.6%
+1,389.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.2% |
| 7D | +1.3% | +0.6% | +0.7% | +1.1% |
| 30D | -9.7% | +3.8% | -13.5% | -11.2% |
| 3M | -23.7% | +13.0% | -36.7% | -28.2% |
| 6M | +26.5% | +8.3% | +18.2% | +21.1% |
| YTD | +57.5% | +20.6% | +36.9% | +43.8% |
| 1Y | +75.7% | +6.5% | +69.2% | +67.6% |
| 3Y | +19.5% | +53.7% | -34.2% | -2.5% |
| 5Y | +83.8% | +72.7% | +11.1% | +43.9% |
| All | +1,751.4% | +361.6% | +1,389.8% | +1,110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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