-37.4%
DOCS vs LSCC
+81.6%
-119.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.6% | +4.3% | -1.9% |
| 7D | -1.3% | -4.8% | +3.5% | -0.3% |
| 30D | +19.4% | -27.1% | +46.5% | +29.2% |
| 3M | +53.4% | -23.6% | +77.0% | +62.2% |
| 6M | +28.8% | -19.8% | +48.6% | +29.5% |
| YTD | -25.1% | +33.2% | -58.3% | -39.5% |
| 1Y | -48.1% | +55.2% | -103.4% | -60.8% |
| 3Y | +51.4% | +70.1% | -18.7% | -3.8% |
| 5Y | -51.1% | +19.5% | -70.6% | -68.8% |
| All | -37.4% | +81.6% | -119.0% | -59.3% |
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