+55.8%
DOCS vs LSCC
+69.3%
-13.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.6% | +4.3% | -3.4% |
| 7D | -1.3% | -4.8% | +3.5% | -0.9% |
| 30D | +19.4% | -27.1% | +46.5% | +22.9% |
| 3M | +53.4% | -23.6% | +77.0% | +56.6% |
| 6M | +28.8% | -19.8% | +48.6% | +28.6% |
| YTD | -25.1% | +33.2% | -58.3% | -32.7% |
| 1Y | -48.1% | +55.2% | -103.4% | -55.1% |
| All | +55.8% | +69.3% | -13.5% | +11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling