-50.3%
DOCS vs LSCC
+114.7%
-165.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.0% | -4.8% | -3.3% |
| 7D | -1.4% | +1.3% | -2.7% | -1.8% |
| 30D | +21.8% | -9.7% | +31.5% | +25.0% |
| 3M | +27.3% | -23.7% | +51.0% | +34.3% |
| 6M | -0.3% | +26.5% | -26.8% | -13.2% |
| YTD | -40.5% | +57.5% | -98.0% | -53.4% |
| 1Y | -61.5% | +75.7% | -137.2% | -71.5% |
| 3Y | +8.2% | +19.5% | -11.3% | -11.7% |
| 5Y | -73.4% | +83.8% | -157.2% | -83.3% |
| All | -50.3% | +114.7% | -165.0% | -68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling