+10,808.2%
LSCC vs DOC
+2,974.4%
+7,833.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.8% |
| 7D | +1.3% | -1.5% | +2.8% | +1.9% |
| 30D | -9.7% | -4.8% | -4.9% | -7.8% |
| 3M | -23.7% | +6.9% | -30.6% | -26.5% |
| 6M | +26.5% | +20.7% | +5.7% | +14.5% |
| YTD | +57.5% | +34.1% | +23.4% | +35.7% |
| 1Y | +75.7% | +22.6% | +53.0% | +57.0% |
| 3Y | +19.5% | +20.8% | -1.4% | +6.5% |
| 5Y | +83.8% | -24.9% | +108.6% | +100.7% |
| 10Y | +1,772.4% | -1.8% | +1,774.2% | +1,591.4% |
| All | +10,808.2% | +2,974.4% | +7,833.9% | +2,129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling