+97.7%
DOCN vs LSCC
+143.7%
-46.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.3% | -8.4% | -7.9% |
| 7D | -20.0% | +3.0% | -23.0% | -21.8% |
| 30D | -38.8% | -19.3% | -19.5% | -30.0% |
| 3M | -34.8% | -22.3% | -12.5% | -24.1% |
| 6M | -22.8% | -14.6% | -8.2% | -16.7% |
| YTD | +74.6% | +45.8% | +28.8% | +29.0% |
| 1Y | +116.4% | +69.6% | +46.8% | +44.3% |
| 3Y | +239.3% | +86.1% | +153.2% | +83.8% |
| 5Y | -20.2% | +30.7% | -51.0% | -50.5% |
| All | +97.7% | +143.7% | -46.1% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling