+89.8%
LSCC vs DOC
+43.5%
+46.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | +0.3% |
| 7D | +3.0% | +8.7% | -5.8% | +0.2% |
| 30D | -19.3% | +7.6% | -26.9% | -21.4% |
| 3M | -22.3% | -5.3% | -17.0% | -20.9% |
| 6M | -14.6% | +27.6% | -42.2% | -24.5% |
| YTD | +45.8% | +32.4% | +13.4% | +25.9% |
| 1Y | +69.6% | +22.9% | +46.8% | +51.8% |
| All | +89.8% | +43.5% | +46.3% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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