+248.2%
CB vs LSCC
+1,244.7%
-996.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.1% | -8.9% | -2.3% |
| 7D | +0.2% | +13.0% | -12.7% | -0.7% |
| 30D | +9.1% | -19.8% | +28.9% | +10.6% |
| 3M | +3.4% | -18.4% | +21.8% | +4.5% |
| 6M | +14.1% | -16.1% | +30.2% | +13.9% |
| YTD | +18.0% | +42.7% | -24.7% | +11.2% |
| 1Y | +30.1% | +68.0% | -37.9% | +20.4% |
| 3Y | +71.8% | +85.8% | -14.1% | +50.9% |
| 5Y | +101.8% | +28.0% | +73.8% | +78.3% |
| All | +248.2% | +1,244.7% | -996.5% | +107.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling