+25.5%
LSCC vs DRI
+74.0%
-48.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.0% | +8.1% | +7.7% |
| 7D | +13.0% | +2.8% | +10.2% | +11.0% |
| 30D | -19.8% | +13.3% | -33.1% | -25.8% |
| 3M | -18.4% | +8.2% | -26.6% | -23.2% |
| 6M | -16.1% | +17.5% | -33.7% | -26.5% |
| YTD | +42.7% | +26.9% | +15.8% | +17.3% |
| 1Y | +68.0% | +31.6% | +36.4% | +34.0% |
| 3Y | +85.8% | +67.0% | +18.9% | +17.1% |
| All | +25.5% | +74.0% | -48.5% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling