+1,218.1%
LSCC vs DRI
+8,061.0%
-6,842.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.8% | -7.8% | -8.3% |
| 7D | -4.8% | +3.7% | -8.5% | -6.1% |
| 30D | -27.1% | +13.5% | -40.6% | -30.6% |
| 3M | -23.6% | +10.4% | -34.0% | -26.9% |
| 6M | -19.8% | +19.5% | -39.3% | -26.2% |
| YTD | +33.2% | +28.2% | +5.0% | +19.2% |
| 1Y | +55.2% | +31.0% | +24.2% | +37.5% |
| 3Y | +70.1% | +67.1% | +3.0% | +36.6% |
| 5Y | +19.5% | +74.7% | -55.2% | -4.8% |
| 10Y | +1,164.9% | +376.2% | +788.8% | +538.5% |
| All | +1,218.1% | +8,061.0% | -6,842.9% | +178.7% |
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