+397.5%
CARR vs LSCC
+740.3%
-342.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +10.4% | -7.4% | +0.3% |
| 7D | -1.9% | +14.5% | -16.4% | -5.6% |
| 30D | -1.1% | -0.1% | -1.0% | -2.0% |
| 3M | -13.8% | -2.7% | -11.2% | -14.5% |
| 6M | -16.5% | -4.8% | -11.7% | -17.7% |
| YTD | +4.9% | +66.9% | -61.9% | -11.9% |
| 1Y | -2.7% | +85.8% | -88.5% | -20.8% |
| 3Y | +10.4% | +115.6% | -105.1% | -18.7% |
| 5Y | +7.7% | +48.8% | -41.1% | -19.0% |
| All | +397.5% | +740.3% | -342.8% | +158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling