-34.6%
DOCS vs LSCC
+98.7%
-133.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.0% |
| 7D | +1.2% | +3.0% | -1.7% | +0.1% |
| 30D | +21.3% | -19.3% | +40.6% | +27.6% |
| 3M | +58.4% | -22.3% | +80.7% | +66.9% |
| 6M | +39.3% | -14.6% | +53.9% | +37.8% |
| YTD | -21.7% | +45.8% | -67.5% | -38.3% |
| 1Y | -47.3% | +69.6% | -116.9% | -61.1% |
| 3Y | +58.2% | +86.1% | -27.9% | -1.9% |
| 5Y | -52.3% | +30.7% | -83.0% | -70.3% |
| All | -34.6% | +98.7% | -133.3% | -58.5% |
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