+1,458.3%
LSCC vs DRI
+7,577.6%
-6,119.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 3M | -23.7% | +13.0% | -36.7% | -27.8% |
| 6M | +26.5% | +8.3% | +18.2% | +21.5% |
| YTD | +57.5% | +20.6% | +36.9% | +45.0% |
| 1Y | +75.7% | +6.5% | +69.2% | +68.3% |
| 3Y | +19.5% | +53.7% | -34.2% | -0.6% |
| 5Y | +83.8% | +72.7% | +11.1% | +48.0% |
| 10Y | +1,772.4% | +363.2% | +1,409.2% | +859.7% |
| All | +1,458.3% | +7,577.6% | -6,119.3% | +239.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling