+62.8%
DOCS vs LSCC
+85.2%
-22.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.2% |
| 7D | +1.2% | +3.0% | -1.7% | +0.9% |
| 30D | +21.3% | -19.3% | +40.6% | +23.6% |
| 3M | +58.4% | -22.3% | +80.7% | +61.6% |
| 6M | +39.3% | -14.6% | +53.9% | +38.5% |
| YTD | -21.7% | +45.8% | -67.5% | -30.3% |
| 1Y | -47.3% | +69.6% | -116.9% | -54.8% |
| All | +62.8% | +85.2% | -22.5% | +15.2% |
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