-0.2%
CARR vs LSCC
+72.6%
-72.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.0% |
| 7D | +3.5% | +7.0% | -3.5% | +1.6% |
| 30D | +0.4% | -2.3% | +2.7% | +0.2% |
| 3M | -14.1% | -12.5% | -1.6% | -12.3% |
| 6M | -16.7% | -10.6% | -6.1% | -16.9% |
| YTD | +4.2% | +52.7% | -48.5% | -9.3% |
| 1Y | -0.2% | +74.0% | -74.2% | -16.5% |
| All | -0.2% | +72.6% | -72.8% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling