+12.0%
CARR vs LSCC
+85.6%
-73.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.4% |
| 7D | +3.2% | +5.2% | -2.0% | +1.8% |
| 30D | -7.7% | -9.6% | +2.0% | -5.3% |
| 3M | -11.9% | -17.8% | +5.9% | -8.1% |
| 6M | +2.0% | +37.4% | -35.4% | -8.4% |
| YTD | +13.2% | +59.7% | -46.5% | -3.4% |
| 1Y | -8.5% | +76.2% | -84.7% | -24.6% |
| 3Y | +5.0% | +28.2% | -23.2% | -11.1% |
| 5Y | +12.0% | +87.2% | -75.2% | -24.5% |
| All | +12.0% | +85.6% | -73.7% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling