+4.7%
CARR vs LSCC
+36.6%
-31.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.4% | -6.6% | -0.4% |
| 7D | -3.3% | +19.3% | -22.7% | -8.2% |
| 30D | -3.6% | -9.6% | +6.0% | -1.7% |
| 3M | -16.3% | -12.4% | -3.9% | -14.5% |
| 6M | -19.6% | -10.5% | -9.1% | -19.5% |
| YTD | +2.5% | +54.8% | -52.3% | -12.9% |
| 1Y | -5.8% | +79.4% | -85.2% | -23.4% |
| 3Y | +10.2% | +109.6% | -99.4% | -19.9% |
| 5Y | +4.7% | +40.4% | -35.7% | -23.9% |
| All | +4.7% | +36.6% | -31.9% | -23.9% |
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