+40.4%
LSCC vs DRI
+76.5%
-36.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.5% | +6.9% | +7.6% |
| 7D | +19.3% | +3.1% | +16.2% | +17.2% |
| 30D | -9.6% | +16.2% | -25.9% | -17.6% |
| 3M | -12.4% | +8.4% | -20.8% | -17.6% |
| 6M | -10.5% | +19.0% | -29.5% | -22.1% |
| YTD | +54.8% | +28.8% | +26.0% | +26.1% |
| 1Y | +79.4% | +33.1% | +46.2% | +42.2% |
| 3Y | +109.6% | +70.8% | +38.8% | +29.9% |
| 5Y | +40.4% | +74.2% | -33.9% | -20.5% |
| All | +40.4% | +76.5% | -36.1% | -20.5% |
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 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