+254.5%
CB vs LSCC
+1,155.2%
-900.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.6% | +7.9% | -0.1% |
| 7D | +2.6% | -4.8% | +7.4% | +2.8% |
| 30D | +11.2% | -27.1% | +38.3% | +13.6% |
| 3M | +5.7% | -23.6% | +29.3% | +7.4% |
| 6M | +15.9% | -19.8% | +35.7% | +16.1% |
| YTD | +20.2% | +33.2% | -13.1% | +13.8% |
| 1Y | +32.4% | +55.2% | -22.8% | +23.3% |
| 3Y | +75.5% | +70.1% | +5.4% | +55.4% |
| 5Y | +105.5% | +19.5% | +86.0% | +82.5% |
| All | +254.5% | +1,155.2% | -900.7% | +112.8% |
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