+105.5%
CB vs LSCC
+18.7%
+86.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.6% | +7.9% | -0.6% |
| 7D | +2.6% | -4.8% | +7.4% | +2.6% |
| 30D | +11.2% | -27.1% | +38.3% | +11.7% |
| 3M | +5.7% | -23.6% | +29.3% | +6.1% |
| 6M | +15.9% | -19.8% | +35.7% | +15.6% |
| YTD | +20.2% | +33.2% | -13.1% | +16.9% |
| 1Y | +32.4% | +55.2% | -22.8% | +27.9% |
| 3Y | +75.5% | +70.1% | +5.4% | +64.8% |
| 5Y | +105.5% | +19.5% | +86.0% | +89.0% |
| All | +105.5% | +18.7% | +86.8% | +89.0% |
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