-51.1%
DOCS vs LSCC
+18.7%
-69.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +29.3% |
| 3M | +53.4% | -23.6% | +77.0% | +62.4% |
| 6M | +28.8% | -19.8% | +48.6% | +29.4% |
| YTD | -25.1% | +33.2% | -58.3% | -39.8% |
| 1Y | -48.1% | +55.2% | -103.4% | -61.1% |
| 3Y | +51.4% | +70.1% | -18.7% | -5.4% |
| 5Y | -51.1% | +19.5% | -70.6% | -67.1% |
| All | -51.1% | +18.7% | -69.8% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling