+66.4%
DOCN vs LSCC
+122.8%
-56.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -8.6% | -7.3% | -10.4% |
| 7D | -29.3% | -4.8% | -24.5% | -26.9% |
| 30D | -46.0% | -27.1% | -18.9% | -33.8% |
| 3M | -43.2% | -23.6% | -19.6% | -32.7% |
| 6M | -53.7% | -19.8% | -33.9% | -47.4% |
| YTD | +46.9% | +33.2% | +13.7% | +15.6% |
| 1Y | +54.3% | +55.2% | -0.9% | +9.5% |
| 3Y | +185.5% | +70.1% | +115.4% | +64.7% |
| 5Y | -31.1% | +19.5% | -50.6% | -54.5% |
| All | +66.4% | +122.8% | -56.4% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling