+394.0%
CARR vs LSCC
+669.0%
-275.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.1% |
| 7D | +3.5% | +7.0% | -3.5% | +1.5% |
| 30D | +0.4% | -2.3% | +2.7% | 0.0% |
| 3M | -14.1% | -12.5% | -1.6% | -12.4% |
| 6M | -16.7% | -10.6% | -6.1% | -16.7% |
| YTD | +4.2% | +52.7% | -48.5% | -10.6% |
| 1Y | -0.2% | +74.0% | -74.2% | -17.4% |
| 3Y | +10.9% | +104.8% | -93.9% | -17.3% |
| 5Y | +3.9% | +36.2% | -32.4% | -20.1% |
| All | +394.0% | +669.0% | -275.0% | +162.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling