+441.9%
CARR vs LSCC
+693.3%
-251.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.5% |
| 7D | +1.6% | +1.3% | +0.3% | +1.2% |
| 30D | -8.7% | -9.7% | +0.9% | -6.4% |
| 3M | -12.6% | -23.7% | +11.1% | -7.3% |
| 6M | -1.5% | +26.5% | -28.0% | -9.2% |
| YTD | +14.3% | +57.5% | -43.2% | -1.3% |
| 1Y | -4.6% | +75.7% | -80.3% | -20.6% |
| 3Y | +7.3% | +19.5% | -12.1% | -7.0% |
| 5Y | +11.6% | +83.8% | -72.1% | -18.7% |
| All | +441.9% | +693.3% | -251.4% | +189.6% |
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