+164.6%
DOCN vs LSCC
+163.4%
+1.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +1.6% |
| 7D | +1.1% | +1.3% | -0.2% | +0.2% |
| 30D | -9.6% | -9.7% | 0.0% | -3.3% |
| 3M | -37.7% | -23.7% | -14.0% | -26.7% |
| 6M | +115.2% | +26.5% | +88.7% | +80.5% |
| YTD | +133.7% | +57.5% | +76.2% | +65.9% |
| 1Y | +250.2% | +75.7% | +174.5% | +128.3% |
| 3Y | +320.3% | +19.5% | +300.8% | +220.8% |
| 5Y | +53.1% | +83.8% | -30.7% | -18.7% |
| All | +164.6% | +163.4% | +1.2% | +22.4% |
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