+85.8%
LSCC vs DRI
+66.4%
+19.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.4% |
| 7D | +13.0% | +2.8% | +10.2% | +11.9% |
| 30D | -19.8% | +13.3% | -33.1% | -23.1% |
| 3M | -18.4% | +8.2% | -26.6% | -21.0% |
| 6M | -16.1% | +17.5% | -33.7% | -22.4% |
| YTD | +42.7% | +26.9% | +15.8% | +26.3% |
| 1Y | +68.0% | +31.6% | +36.4% | +45.6% |
| 3Y | +85.8% | +67.0% | +18.9% | +28.1% |
| All | +85.8% | +66.4% | +19.4% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling